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Results 1 - 20 of 930  for All Library Resources

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1
Extremum Options Pricing of Two Assets under a Double Nonaffine Stochastic Volatility Model
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Extremum Options Pricing of Two Assets under a Double Nonaffine Stochastic Volatility Model

Mathematical 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: 10.1155/2023/1165629

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2
Are the risk attitudes of professional investors affected by personal catastrophic experiences?
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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.l2328

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3
Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes
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Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

Management 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.2015.2305

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4
Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
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Article
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Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs

Annals 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: 34812215

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5
WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market
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WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market

PloS 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: 38662759

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6
Implied Volatility Changes and Corporate Bond Returns
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Article
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Implied Volatility Changes and Corporate Bond Returns

Management 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.2022.4379

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7
Market risk and Bitcoin returns
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Article
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Market risk and Bitcoin returns

Annals 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/s10479-019-03255-6

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8
Time-Varying Skew in VIX Derivatives Pricing
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Article
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Time-Varying Skew in VIX Derivatives Pricing

Management 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.2021.4168

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9
Exploring Effects of Firm, Industrial, Market and Macroeconomic Volatility on Firm Sales Growth under Heterogeneity in Pakistan
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Exploring Effects of Firm, Industrial, Market and Macroeconomic Volatility on Firm Sales Growth under Heterogeneity in Pakistan

Business & economic review (Online), 2023-03, Vol.15 (1), p.1

COPYRIGHT 2023 Institute of Management Sciences ;ISSN: 2074-1693 ;EISSN: 2519-1233 ;DOI: 10.22547/BER/15.1.1

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10
"Investor attention fluctuation and stock market volatility: Evidence from China"
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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: 38011123

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11
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
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Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk

Annals 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/s10479-021-04081-5

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12
Economic events and the volatility of government bill rates
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Article
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Economic events and the volatility of government bill rates

PloS 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.0276345

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13
Finance and Firm Volatility: Evidence from Small Business Lending in China
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Article
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Finance and Firm Volatility: Evidence from Small Business Lending in China

Management 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.2020.3942

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14
The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies
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Article
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The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies

PloS 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: 33513150

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15
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
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Article
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Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

Annals 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: 33903782

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16
Intra-day co-movements of crude oil futures: China and the international benchmarks
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Article
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Intra-day co-movements of crude oil futures: China and the international benchmarks

Annals 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: 34024976

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17
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?
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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.2020.3803

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18
Long memory and regime switching in the stochastic volatility modelling
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Article
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Long memory and regime switching in the stochastic volatility modelling

Annals 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-z

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19
Mean and volatility spillover in Asian economies: Evidence from trade war
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Article
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Mean and volatility spillover in Asian economies: Evidence from trade war

PloS 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: 37943787

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20
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation
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Article
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Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation

Management 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.2020.3593

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