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~type:"book"
~accessRights:"free"
~language:"eng"
~language:"deu"
~subject:"Volatility"
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ECONIS (ZBW)
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RePEc
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97
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1
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014565108
Saved in:
2
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014566344
Saved in:
3
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
4
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
8
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
9
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
10
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
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