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institution:"Institute of Economic Research, Kyoto University"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Theory"
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Search: subject_exact:"Volatility"
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Volatility
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21
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8
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3
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Institute of Economic Research, Kyoto University
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
179
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Federal Reserve Bank of San Francisco
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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ECONIS (ZBW)
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"True" stochastic volatility and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
Saved in:
2
Shareholder wealth and firm risk
Shin, Hyun-Han
(
contributor
);
Stulz, René M.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540040
Saved in:
3
Improving cash flow forecasts for valuation : the role of cash flow volatility and firm characeristics
Minton, Bernadette A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528539
Saved in:
4
Optimal risk adoption : a real options approach
Alvarez, Luis H. R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607757
Saved in:
5
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
6
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
7
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
Saved in:
8
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
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