Volatility of prices of financial assets (original) (raw)
Related papers
Estimation of the instantaneous volatility
Statistical Inference for Stochastic Processes, 2011
Volatility in Stock Return Series of Vietnam Stock Market
Tạp chí Phát triển Khoa học Công nghệ, 2011
Shifts in volatility driven by large stock market shocks
Journal of Economic Dynamics and Control, 2015
Volatility Modeling and its Impact on Risk premium in Emerging markets
Second International Conference on Advances In Economics, Social Science and Human Behaviour Study - ESSHBS 2015, 2015
An Analysis of the Stock Market Volatility Spread in Emerging Countries
Istanbul Business Research, 2021
The Volatility of Individual Securities in Measuring Value at Risk of a Portfolio
International Journal of Academic Research in Business and Social Sciences, 2020
Construction and properties of volatility indices for Austria, Finland and Spain
2019
Forecasting Volatility in Financial Markets: A Review
Journal of Economic Literature, 2003
News Sentiment and Cryptocurrency Volatility
Contributions to Economics, 2019
Journal of Business & Economic Statistics, 2011
Impact Parameters on the Volatility of the World Oil Price
Trading Activity, Quoted Liquidity, and Stock Volatility
Multinational Finance Journal, 1997
Alternative Models to Extract Asset Volatility: A Comparative Study
Brazilian Review of Econometrics, 1999
Stock returns and volatility: Another look
Journal of Economics and Finance, 1998
Intraday Index Volatility: Evidence from Currency Adjusted Stock Indices
Social Science Research Network, 2015
Persistence of volatility in futures markets
Journal of Futures Markets, 2006
Derivative Trading and Structural Changes in Volatility
igidr.ac.in
Notes on financial econometrics
Journal of Econometrics, 2001
Financial Systems, Growth, and Volatility: Searching for the Perfect Fit
Policy Research Working Papers, 2016
The changing macroeconomic response to stock market volatility shocks
Journal of Macroeconomics, 2012
Volatility of linear and nonlinear time series
Physical Review E, 2005
Volatility Pattern of the Cement Companies in Indian Stock Market
GEDRAG & ORGANISATIE REVIEW, 2020
Recent developments in stochastic volatility: statistical modelling and general equilibrium analysis
Stochastic Volatility in General Equilibrium
SSRN Electronic Journal, 2004
Modeling and forecasting the oil volatility index
Journal of Forecasting, 2019