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United States
Volatility
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Clements, Adam
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Economic modelling
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ECONIS (ZBW)
9
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1
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Saved in:
2
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
3
HACking at non-linearity : evidence from stocks and bonds
Bianchi, Robert J.
(
contributor
);
Clements, Adam
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003799348
Saved in:
4
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
5
S&P 500 implied volatility and monetary policy announcements
Chen, En-Te John
;
Clements, Adam
- In:
Finance research letters
4
(
2007
)
4
,
pp. 227-232
Persistent link: https://www.econbiz.de/10003702504
Saved in:
6
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10003661257
Saved in:
7
Information flow, trading activity and commodity futures volatility
Clements, Adam
;
Todorova, Neda
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011567574
Saved in:
8
An empirical investigation of herding in the U.S. stock market
Clements, Adam
;
Hurn, Stan
;
Shi, Shuping
- In:
Economic modelling
67
(
2017
),
pp. 184-192
Persistent link: https://www.econbiz.de/10011813808
Saved in:
9
A semi-parametric point process model of the interactions between equity markets
Clements, Adam
;
Hurn, Stan
;
Lindsay, Kenneth A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011710921
Saved in:
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