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Material Type: Article
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Extremum Options Pricing of Two Assets under a Double Nonaffine Stochastic Volatility ModelMathematical problems in engineering, 2023-02, Vol.2023, p.1-20 [Peer Reviewed Journal]Copyright © 2023 Shubin Ou and Guohe Deng. ;COPYRIGHT 2023 Hindawi Limited ;ISSN: 1024-123X ;EISSN: 1563-5147 ;DOI: 10.1155/2023/1165629Full text available |
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Material Type: Article
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Are the risk attitudes of professional investors affected by personal catastrophic experiences?Financial management, 2021-06, Vol.50 (2), p.455 [Peer Reviewed Journal]COPYRIGHT 2021 Financial Management Association ;ISSN: 0046-3892 ;EISSN: 1755-053X ;DOI: 10.1111/fima.l2328Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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Quantitative Easing and Volatility Spillovers Across Countries and Asset ClassesManagement science, 2017-02, Vol.63 (2), p.333-354 [Peer Reviewed Journal]2017 INFORMS ;COPYRIGHT 2017 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Feb 2017 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2015.2305Digital Resources/Online E-Resources |
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Material Type: Article
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Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFsAnnals of operations research, 2022-06, Vol.313 (1), p.495-524 [Peer Reviewed Journal]The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;COPYRIGHT 2022 Springer ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-021-04367-8 ;PMID: 34812215Full text available |
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Material Type: Article
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WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock marketPloS one, 2024-04, Vol.19 (4), p.e0302131-e0302131 [Peer Reviewed Journal]Copyright: © 2024 Qin, Bai. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2024 Public Library of Science ;2024 Qin, Bai 2024 Qin, Bai ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0302131 ;PMID: 38662759Full text available |
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Material Type: Article
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Implied Volatility Changes and Corporate Bond ReturnsManagement science, 2023-03, Vol.69 (3), p.1375-1397 [Peer Reviewed Journal]COPYRIGHT 2023 Institute for Operations Research and the Management Sciences ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2022.4379Digital Resources/Online E-Resources |
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Material Type: Article
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Market risk and Bitcoin returnsAnnals of operations research, 2020-11, Vol.294 (1-2), p.453-477 [Peer Reviewed Journal]Springer Science+Business Media, LLC, part of Springer Nature 2019 ;COPYRIGHT 2020 Springer ;Annals of Operations Research is a copyright of Springer, (2019). All Rights Reserved. ;Springer Science+Business Media, LLC, part of Springer Nature 2019. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-019-03255-6Full text available |
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8 |
Material Type: Article
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Time-Varying Skew in VIX Derivatives PricingManagement science, 2022-10, Vol.68 (10), p.7761-7791 [Peer Reviewed Journal]COPYRIGHT 2022 Institute for Operations Research and the Management Sciences ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2021.4168Digital Resources/Online E-Resources |
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9 |
Material Type: Article
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Exploring Effects of Firm, Industrial, Market and Macroeconomic Volatility on Firm Sales Growth under Heterogeneity in PakistanBusiness & economic review (Online), 2023-03, Vol.15 (1), p.1COPYRIGHT 2023 Institute of Management Sciences ;ISSN: 2074-1693 ;EISSN: 2519-1233 ;DOI: 10.22547/BER/15.1.1Full text available |
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10 |
Material Type: Article
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"Investor attention fluctuation and stock market volatility: Evidence from China"PloS one, 2023-11, Vol.18 (11), p.e0293825-e0293825 [Peer Reviewed Journal]Copyright: © 2023 Yang et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0293825 ;PMID: 38011123Full text available |
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11 |
Material Type: Article
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Volatility transmission and spillover dynamics across financial markets: the role of geopolitical riskAnnals of operations research, 2021-10, Vol.305 (1-2), p.1-22 [Peer Reviewed Journal]The Author(s) 2021 ;COPYRIGHT 2021 Springer ;The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-021-04081-5Full text available |
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12 |
Material Type: Article
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Economic events and the volatility of government bill ratesPloS one, 2022-10, Vol.17 (10), p.e0276345-e0276345 [Peer Reviewed Journal]COPYRIGHT 2022 Public Library of Science ;2022 Xiao et al 2022 Xiao et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0276345Full text available |
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13 |
Material Type: Article
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Finance and Firm Volatility: Evidence from Small Business Lending in ChinaManagement science, 2022-03, Vol.68 (3), p.2226-2249 [Peer Reviewed Journal]COPYRIGHT 2022 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Mar 2022 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2020.3942Digital Resources/Online E-Resources |
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14 |
Material Type: Article
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The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currenciesPloS one, 2021-01, Vol.16 (1), p.e0245904-e0245904 [Peer Reviewed Journal]COPYRIGHT 2021 Public Library of Science ;COPYRIGHT 2021 Public Library of Science ;2021 Naimy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Naimy et al 2021 Naimy et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0245904 ;PMID: 33513150Full text available |
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15 |
Material Type: Article
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Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisesAnnals of operations research, 2022-06, Vol.313 (2), p.1077-1116 [Peer Reviewed Journal]The Author(s) 2021 ;The Author(s) 2021. ;COPYRIGHT 2022 Springer ;The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-021-04042-y ;PMID: 33903782Full text available |
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16 |
Material Type: Article
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Intra-day co-movements of crude oil futures: China and the international benchmarksAnnals of operations research, 2022-06, Vol.313 (1), p.77-103 [Peer Reviewed Journal]The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;COPYRIGHT 2022 Springer ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-021-04097-x ;PMID: 34024976Full text available |
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17 |
Material Type: Article
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The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?Management science, 2021-12, Vol.67 (12), p.7866-7887 [Peer Reviewed Journal]COPYRIGHT 2021 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Dec 2021 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2020.3803Digital Resources/Online E-Resources |
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18 |
Material Type: Article
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Long memory and regime switching in the stochastic volatility modellingAnnals of operations research, 2023-01, Vol.320 (2), p.999-1020 [Peer Reviewed Journal]Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2023 Springer ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03841-zFull text available |
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19 |
Material Type: Article
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Mean and volatility spillover in Asian economies: Evidence from trade warPloS one, 2023-11, Vol.18 (11), p.e0292819-e0292819 [Peer Reviewed Journal]COPYRIGHT 2023 Public Library of Science ;2023 Shafique, Bhutta 2023 Shafique, Bhutta ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0292819 ;PMID: 37943787Full text available |
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20 |
Material Type: Article
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Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical InvestigationManagement science, 2021-05, Vol.67 (5), p.2751-2772 [Peer Reviewed Journal]COPYRIGHT 2021 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences May 2021 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2020.3593Digital Resources/Online E-Resources |