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Exchange volatility and export performance in Egypt : new insights from wavelet decomposition and optimal GARCH model

Bouoiyour, Jamal; Selmi, Refk - In: The journal of international trade & economic development 24 (2015) 1/2, pp. 201-227

Persistent link: https://www.econbiz.de/10011343487

Revisiting the volatility of bitcoin with approximate entropy

Nassim Dehouche - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

Two distinct and non-redundant understandings of volatility, as deviation from consistency, exist for a time-series: (1) exhibiting high standard deviation and, closer to the dictionary definition of the term, (2) appearing highly irregular and unpredictable. We find that Bitcoin is a prime...

Persistent link: https://www.econbiz.de/10013464749

An impact of bank rate and inflation rate on volatility of foreign exchange rate in India

Salehbhai, Fatemabibi Abubaker; Jariwala, Purnima … - In: International journal of public sector performance … 8 (2021) 1/2, pp. 54-66

Persistent link: https://www.econbiz.de/10012696728

Factors of exchange rate movements : evidence from Russia

Varlamova, Julia A.; Larionova, Nataliya I.; Mikheeva, … - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 1562-1568

Persistent link: https://www.econbiz.de/10012211404

Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen

Roth, Randolf - 1997

Persistent link: https://www.econbiz.de/10004379817

Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models

Barndorff-Nielsen, Ole E. (contributor); … - 2000 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001533130

Volatility forecasting in the framework of the option expiry cycle

Ap Gwilym, Owain; Buckle, Michael J. - In: The European journal of finance 5 (1999) 1, pp. 73-94

Persistent link: https://www.econbiz.de/10001439610

Modelling option-implied return distributions: a generalized log-logistic approximation

Hallerbach, Winfried G. - In: Current topics in quantitative finance : with 23 tables, (pp. 80-92). 1999

Persistent link: https://www.econbiz.de/10001442926

A quantile regression approach to estimating the distribution of multiperiod returns

Taylor, James W. - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 64-78

Persistent link: https://www.econbiz.de/10001432473

The level and uncertainty of inflation : results from OECD forecasts

Davis, George Keith; Kanago, Bryce Eldon - In: Economic inquiry : journal of the Western Economic … 38 (2000) 1, pp. 58-72

Persistent link: https://www.econbiz.de/10001464693