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ECONIS (ZBW)
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41
Forecasting
volatility
of the US oil market
Haugom, Erik
;
Langeland, Henrik
;
Molnár, Peter
; …
- In:
Journal of banking & finance
47
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010506517
Saved in:
42
Volatility
spillovers among oil and stock markets in the US and Saudi Arabia
Finta, Marinela Adriana
;
Frijns, Bart
;
Tiurani-Rad, Alireza
- In:
Applied economics
51
(
2019
)
4
,
pp. 329-345
Persistent link: https://www.econbiz.de/10012160526
Saved in:
43
Dynamics of
volatility
transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
Saved in:
44
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
45
Public information arrival and
volatility
of intraday stock returns
Kalev, Petko S.
;
Liu, Wai-man
;
Pham, Peter Kien
; …
- In:
Journal of banking & finance
28
(
2004
)
6
,
pp. 1441-1467
Persistent link: https://www.econbiz.de/10002049619
Saved in:
46
Intraday trading volume and return
volatility
of the DJIA stocks : a note
Darrat, Ali F.
;
Rahman, Shafiqur
;
Zhong, Maosen
- In:
Journal of banking & finance
27
(
2003
)
10
,
pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
Saved in:
47
The information content of implied volatilities and model-free
volatility
expectations : evidence from options written on individual stocks
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 871-881
Persistent link: https://www.econbiz.de/10003966119
Saved in:
48
Declining US output
volatility
and its effect on labour flow
volatility
: an MGARCH analysis
Leeves, Gareth D.
- In:
Applied economics
42
(
2010
)
19/21
,
pp. 2553-2561
Persistent link: https://www.econbiz.de/10008747791
Saved in:
49
Is the investment factor a proxy for time-varying investment opportunities? : the US and international evidence
Huang, Lin
;
Wang, Zijun
- In:
Journal of banking & finance
44
(
2014
),
pp. 219-232
Persistent link: https://www.econbiz.de/10010410914
Saved in:
50
Re-examing the asymmetric predictability of conditional variances : the role of sudden changes in variance
Ewing, Bradley T.
;
Malik, Farooq
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2655-2673
Persistent link: https://www.econbiz.de/10003071041
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