Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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Material Type: Article
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The Emerging Risk Space ExpandsThe RMA Journal, 2022-11, Vol.105 (3), p.3-3 [Peer Reviewed Journal]COPYRIGHT 2022 The Risk Management Association ;Copyright Robert Morris Associates Nov 2022 ;ISSN: 1531-0558Full text available |
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2 |
Material Type: Article
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Realized volatility forecasting and market microstructure noiseJournal of econometrics, 2011, Vol.160 (1), p.220-234 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.032Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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Household Incomes and Bank Residential Mortgage in RussiaSHS Web of Conferences, 2021, Vol.93, p.2010 [Peer Reviewed Journal]2021. This work is licensed under https://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: 2261-2424 ;ISSN: 2416-5182 ;EISSN: 2261-2424 ;DOI: 10.1051/shsconf/20219302010Full text available |
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4 |
Material Type: Article
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilitiesJournal of econometrics, 2011, Vol.160 (1), p.235-245 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.033Digital Resources/Online E-Resources |
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5 |
Material Type: Article
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Ultra high frequency volatility estimation with dependent microstructure noiseJournal of econometrics, 2011, Vol.160 (1), p.160-175 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.028Digital Resources/Online E-Resources |
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6 |
Material Type: Article
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond marketsJournal of econometrics, 2011, Vol.160 (1), p.48-57 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.014Digital Resources/Online E-Resources |
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7 |
Material Type: Article
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Option trading for optimizing volatility forecastingJournal of Statistical and Econometric Methods, 2017-01, Vol.6 (3)2017. This work is published under http://creativecommons.org/licenses/by/2.5/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2241-0384 ;EISSN: 2241-0376Full text available |
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8 |
Material Type: Article
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Explaining asset pricing puzzles associated with the 1987 market crashJournal of financial economics, 2011-09, Vol.101 (3), p.552-573 [Peer Reviewed Journal]ISSN: 0304-405X ;EISSN: 1879-2774 ;DOI: 10.1016/j.jfineco.2011.01.008Digital Resources/Online E-Resources |
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9 |
Material Type: Article
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Threshold bipower variation and the impact of jumps on volatility forecastingEconometrics, 2010-12, Vol.159 (2), p.276-288 [Peer Reviewed Journal]Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2010.07.008Digital Resources/Online E-Resources |
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10 |
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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11 |
Material Type: Article
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Corrigendum to “Recent Advances in Dye Sensitized Solar Cells”Advances in materials science and engineering, 2015-01, Vol.2015, p.1-1 [Peer Reviewed Journal]Copyright © 2015 Umer Mehmood et al. ;Copyright © 2015 Umer Mehmood et al. Umer Mehmood et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. ;ISSN: 1687-8434 ;EISSN: 1687-8442 ;DOI: 10.1155/2015/403585Full text available |
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12 |
Material Type: Article
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Identify and Manage the Software Requirements VolatilityInternational journal of advanced computer science & applications, 2016, Vol.7 (5)2016. This work is licensed under https://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: 2158-107X ;EISSN: 2156-5570 ;DOI: 10.14569/IJACSA.2016.070510Full text available |
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13 |
Material Type: Article
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Smart beta portfolio investment strategy during the COVID-19 pandemic in IndonesiaInvestment management & financial innovations, 2022-09, Vol.19 (3), p.302-311 [Peer Reviewed Journal]ISSN: 1810-4967 ;EISSN: 1812-9358 ;DOI: 10.21511/imfi.19(3).2022.25Full text available |
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14 |
Material Type: Article
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No-dynamic-arbitrage and market impactQuantitative finance, 2010-08, Vol.10 (7), p.749-759 [Peer Reviewed Journal]ISSN: 1469-7688 ;EISSN: 1469-7696 ;DOI: 10.1080/14697680903373692Digital Resources/Online E-Resources |
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15 |
Material Type: Article
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Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indicesJournal of banking & finance, 2008-11, Vol.32 (11), p.2401-2411 [Peer Reviewed Journal]ISSN: 0378-4266 ;EISSN: 1872-6372 ;DOI: 10.1016/j.jbankfin.2008.02.003Digital Resources/Online E-Resources |
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16 |
Material Type: Article
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Cross-section of option returns and volatilityJournal of financial economics, 2009-11, Vol.94 (2), p.310-326 [Peer Reviewed Journal]ISSN: 0304-405X ;EISSN: 1879-2774 ;DOI: 10.1016/j.jfineco.2009.01.001Digital Resources/Online E-Resources |
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17 |
Material Type: Article
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Stock exchange volatility forecasting under market stress with MIDAS regressionInternational journal of finance and economics, 2023-01, Vol.28 (1), p.295-306 [Peer Reviewed Journal]2021 John Wiley & Sons, Ltd. ;2023 John Wiley & Sons, Ltd. ;ISSN: 1076-9307 ;EISSN: 1099-1158 ;DOI: 10.1002/ijfe.2421Digital Resources/Online E-Resources |
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18 |
Material Type: Article
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VIX term structure and VIX futures pricing with realized volatilityThe journal of futures markets, 2019-01, Vol.39 (1), p.72-93 [Peer Reviewed Journal]2018 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21955Digital Resources/Online E-Resources |
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19 |
Material Type: Article
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A behavioral explanation for the negative asymmetric return-volatility relationJournal of banking & finance, 2008-10, Vol.32 (10), p.2254-2266 [Peer Reviewed Journal]ISSN: 0378-4266 ;EISSN: 1872-6372 ;DOI: 10.1016/j.jbankfin.2007.12.046Digital Resources/Online E-Resources |
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20 |
Material Type: Article
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Lifting the Heston modelQuantitative finance, 2019-12 [Peer Reviewed Journal]Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 1469-7688 ;EISSN: 1469-7696 ;DOI: 10.1080/14697688.2019.1615113Digital Resources/Online E-Resources |