16001 |
|
Volatility, Earnings, and Multiples
|
Carmine De Franco
|
Institutional Investor, Inc
|
2021
|
|
|
16002 |
|
Volatility effects of institutional trading in foreign stocks
|
Chiyachantana, C. N.; Jain, P. K.; Jiang, C.; Wood, R. A.
|
Elsevier Science B.V., Amsterdam.
|
2006
|
|
|
16003 |
|
Volatility, employment and the patterns of FDI in emerging markets
|
Aizenman, J.
|
Elsevier Science B.V., Amsterdam.
|
2003
|
|
|
16004 |
|
Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a Difference
|
Xiang Gao ; Kees G. Koedijk ; Zhan Wang
|
Institutional Investor, Inc.
|
2020
|
|
|
16005 |
|
Volatility Estimation for Stock Index Options: A GARCH Approach
|
Chu, S.-H.
|
00
|
1996
|
|
|
16006 |
|
Volatility estimation on the basis of price intensities
|
Gerhard, F.; Hautsch, N.
|
ELSEVIER
|
2002
|
|
|
16007 |
|
Volatility estimation via hidden Markov models
|
Rossi, A.; Gallo, G. M.
|
Elsevier Science B.V., Amsterdam.
|
2006
|
|
|
16008 |
|
Volatility Estimation with Price Quanta
|
Rogers, L. C. G.
|
BLACKWELL PUBLISHERS
|
1998
|
|
|
16009 |
|
Volatility Exchange-Traded Notes: Curse or Cure?
|
Alexander, C.; Korovilas, D.
|
Institutional Investor, Inc
|
2013
|
|
|
16010 |
|
Volatility expectations and asymmetric effects of direct interventions in the FX market
|
Beine, M.
|
ACADEMIC PRESS INC
|
2003
|
|
|
16011 |
|
Volatility, financial constraints, and trade
|
Garcia-Vega, M.; Guariglia, A.; Spaliara, M. E.
|
Elsevier Science B.V., Amsterdam.
|
2012
|
|
|
16012 |
|
Volatility forecast comparison using imperfect volatility proxies
|
Patton, A. J.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
16013 |
|
Volatility forecasting and microstructure noise
|
Ghysels, E.; Sinko, A.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
16014 |
|
Volatility Forecasting and the Efficiency of the Toronto 35 Index Options Market
|
Doidge, C.
|
CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES
|
1998
|
|
|
16015 |
|
Volatility Forecasting for Risk Management
|
Brooks, C.; Persand, G.
|
JOHN WILEY & SONS LTD
|
2003
|
|
|
16016 |
|
Volatility forecasting in practice: exploratory evidence from European hedge funds
|
Max Schreder
|
HENRY STEWART PUBLICATIONS
|
|
|
|
16017 |
|
Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?
|
Yue-Jun Z; Han Z
|
Oelgeschlager, Gunn & Hain, Publishers
|
2023
|
|
|
16018 |
|
Volatility forecasting of exchange rate by quantile regression
|
Huang, A.Y.; Peng, S.-P.; Li, F.; Ke, C.-J.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
16019 |
|
Volatility Forecasting Using Financial Statement Information
|
Sridharan, Suhas A.
|
American Accounting Association.
|
2015
|
|
|
16020 |
|
Volatility forecasting with double Markov switching GARCH models
|
Chen, C. W.; So, M. K.; Lin, E. M.
|
John Wiley & Sons, Ltd
|
2009
|
|
|