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501
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481
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471
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455
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427
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402
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391
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Showing
1
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10
of
806,933
Sort
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date (newest first)
date (oldest first)
1
The growth-
volatility
relationship redux : what does
volatility
decomposition tell?
Mallick, Debdulal
- In:
The B.E. journal of macroeconomics
19
(
2019
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012027392
Saved in:
2
Multivariate
volatility
analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
3
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
4
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
5
Regime-switching, stochastic
volatility
, fiscal policy shocks and macroeconomic fluctuations in Peru
Rodriguez, Gabriel
;
Santisteban, Joseph
-
2024
-
Primera edición
Persistent link: https://www.econbiz.de/10015156949
Saved in:
6
Nonlinear effects of uncertainty shocks : state dependency and asymmetry
Morita, Hiroshi
;
Yuasa, Shiro
- In:
Scottish journal of political economy : the journal of …
72
(
2025
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015399288
Saved in:
7
Natural disaster shocks and commodity market
volatility
: a machine learning approach
Kampouris, Ilias
;
Mertzanis, Charilaos
;
Samitas, Aristeidis
- In:
Pacific-Basin finance journal
90
(
2025
),
pp. 1-30
Persistent link: https://www.econbiz.de/10015402285
Saved in:
8
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
9
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
10
Generalized dynamic factor models and volatilities : recovering the market
volatility
shocks
Barigozzi, Matteo
;
Hallin, Marc
-
2014
Persistent link: https://www.econbiz.de/10010483698
Saved in:
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