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~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
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ECONIS (ZBW)
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EconStor
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41
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41
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
42
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
43
Asymmetric volatility spillovers between Bitcoin, oil and precious metals
BenMabrouk, Houda
;
Ben Khalifa, Imen
- In:
International journal of economics and business …
28
(
2024
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10015063318
Saved in:
44
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
45
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
46
Avoiding jumps in the rotation matrix of time-varying factor models
Cheung, Ying Lun
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015062392
Saved in:
47
Banking FinTech and stock market volatility? : the BIZUM case
Arenas, Laura
;
Vizuete-Luciano, Emili
;
Gil Lafuente, …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015061616
Saved in:
48
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
49
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
50
Being famous matters : evidence from cash flow volatility
Ahmed, Mohamed Shaker
;
Elnahass, Marwa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543486
Saved in:
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