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~isPartOf:"Banking and capital markets : new international perspectives"
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Volatility
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Banking and capital markets : new international perspectives
Stock market volatility
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
The journal of futures markets
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International review of economics & finance : IREF
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
An overview of the issues surrounding stock market volatility
Kalotychou, Elena
;
Staikouras, Sotiris K.
- In:
Stock market volatility
,
(pp. 3-29)
.
2009
Persistent link: https://www.econbiz.de/10003830401
Saved in:
2
Analysis of stock market volatility by continuous-time GARCH models
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross
; …
- In:
Stock market volatility
,
(pp. 31-50)
.
2009
Persistent link: https://www.econbiz.de/10003830403
Saved in:
3
Price volatility in the context of market microstructure
Lerner, Peter
;
Wu, Chunchi
- In:
Stock market volatility
,
(pp. 51-69)
.
2009
Persistent link: https://www.econbiz.de/10003830405
Saved in:
4
GARCH modeling of stock market volatility
Carroll, Rachael
;
Kearney, Colm
- In:
Stock market volatility
,
(pp. 71-90)
.
2009
Persistent link: https://www.econbiz.de/10003830407
Saved in:
5
The economic implications of volatility scaling by the square-root-of-time rule
Ellis, Craig
;
Sundmacher, Maike
- In:
Stock market volatility
,
(pp. 147-161)
.
2009
Persistent link: https://www.econbiz.de/10003830412
Saved in:
6
Jumps and microstructure noise in stock price volatility
Sen, Rituparna
- In:
Stock market volatility
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003830417
Saved in:
7
Cyclicality in stock market volatility and optimal portfolio allocation
Hsu, Jason C.
;
Li, Feifei
- In:
Stock market volatility
,
(pp. 195-207)
.
2009
Persistent link: https://www.econbiz.de/10003830424
Saved in:
8
Dampening hedge fund volatility through funds of hedge funds
Gunzberg, Jodie
;
Wang, Audrey
- In:
Stock market volatility
,
(pp. 275-292)
.
2009
Persistent link: https://www.econbiz.de/10003830475
Saved in:
9
Information transmission across stock and bond markets : international evidence
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Stock market volatility
,
(pp. 293-310)
.
2009
Persistent link: https://www.econbiz.de/10003830479
Saved in:
10
Surging OBS activities and bank revenue volatility : how to explain the declining appeal of bank stocks in Canada
Calmès, Christian
;
Théoret, Raymond
- In:
Stock market volatility
,
(pp. 323-341)
.
2009
Persistent link: https://www.econbiz.de/10003830487
Saved in:
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