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Volatility
Theorie
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Capital income
17
Kapitaleinkommen
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Rubio, Gonzalo
18
Nieto Domenech, Belen
5
González-Urteaga, Ana
4
León Valle, Ángel Manuel
4
Novales, Alfonso
3
Serna, Gregorio
3
Fiorentini, Gabriele
2
Pascual, Roberto
2
Abad Díaz, David
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Abad, David
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Gonález-Urteaga, Ana
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León, Ángel
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Nieto, Belén
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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2
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1
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
2
Smiling under stochastic volatility
León Valle, Ángel Manuel
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
6
(
2004
)
1
,
pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Saved in:
3
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
Saved in:
4
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
5
Volatility bounds, size, and real activity prediction
Nieto Domenech, Belen
;
Rubio, Gonzalo
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
1
,
pp. 373-415
Persistent link: https://www.econbiz.de/10010405203
Saved in:
6
Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
Saved in:
7
Macroeconomic and financial determinants of the volatility of corporate bond returns
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly journal of finance
5
(
2015
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011414145
Saved in:
8
The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of banking & finance
75
(
2017
),
pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
Saved in:
9
The cross-sectional variation of volatility risk premia
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011589865
Saved in:
10
Volatility risk premia betas
Gonález-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Revista de economía aplicada : publicación cuatrimestral
24
(
2016
)
70
,
pp. 111-145
Persistent link: https://www.econbiz.de/10011632944
Saved in:
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