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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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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3 |
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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4 |
Material Type: Article
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Threshold bipower variation and the impact of jumps on volatility forecastingEconometrics, 2010-12, Vol.159 (2) [Peer Reviewed Journal]Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 2225-1146 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2010.07.008Digital Resources/Online E-Resources |
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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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6 |
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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7 |
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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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 |
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9 |
Material Type: Article
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Volatility Spreads and Expected Stock ReturnsManagement science, 2009-11, Vol.55 (11), p.1797-1812 [Peer Reviewed Journal]Copyright 2009 United States of America ;2015 INIST-CNRS ;Copyright Institute for Operations Research and the Management Sciences Nov 2009 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1090.1063 ;CODEN: MSCIAMFull text available |
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10 |
Material Type: Article
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The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European DataThe Energy journal (Cambridge, Mass.), 2014-01, Vol.35 (1), p.35-56 [Peer Reviewed Journal]Copyright © 2014 International Association for Energy Economics ;The Author(s) ;2015 INIST-CNRS ;COPYRIGHT 2014 Sage Publications Ltd. (UK) ;Copyright International Association for Energy Economics 2014 ;ISSN: 0195-6574 ;EISSN: 1944-9089 ;DOI: 10.5547/01956574.35.1.3Full text available |
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Material Type: Book
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Risk Measures with Applications in Finance and Economicshttps://creativecommons.org/licenses/by-nc-nd/4.0/legalcode ;ISBN: 3038974447 ;ISBN: 9783038974444 ;ISBN: 3038974439 ;ISBN: 9783038974437 ;DOI: 10.3390/books978-3-03897-444-4Full text available |
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12 |
Material Type: Article
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On the skew and curvature of the implied and local volatilitiesThis is an Accepted Manuscript of an article published by Taylor & Francis in Applied mathematical finance on 09 Oct 2023, available online: http://www.tandfonline.com/10.1080/1350486X.2023.2261459 info:eu-repo/semantics/embargoedAccess ;ISSN: 1350-486X ;EISSN: 1466-4313 ;DOI: 10.1080/1350486X.2023.2261459Digital Resources/Online E-Resources |
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13 |
Material Type: Article
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An Improved Composite Forecast For Realized VolatilityJournal of Statistical and Econometric Methods, 2014-01, Vol.3 (1)2014. 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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14 |
Material Type: Article
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Empirical determinants of exchange-rate volatility: evidence from selected Asian economiesJournal of Chinese economic and foreign trade studies, 2022-02, Vol.15 (1), p.63-86 [Peer Reviewed Journal]Emerald Publishing Limited ;Emerald Publishing Limited 2021 ;ISSN: 1754-4408 ;EISSN: 1754-4416 ;DOI: 10.1108/JCEFTS-04-2021-0017Full text available |
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15 |
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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16 |
Material Type: Article
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Volatility in the stock market: ANN versus parametric modelsAnnals of operations research, 2021-04, Vol.299 (1-2), p.1101-1127 [Peer Reviewed Journal]Springer Science+Business Media, LLC, part of Springer Nature 2019 ;COPYRIGHT 2021 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2019. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-019-03374-0Full text available |
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17 |
Material Type: Article
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Erratum: “In situ cell for x-ray absorption spectroscopy of low volatility compound vapors” [Rev. Sci. Instrum. 91, 063101 (2020)]Review of scientific instruments, 2020-07, Vol.91 (7), p.079901-079901 [Peer Reviewed Journal]Author(s) ;2020 Author(s). Published under license by AIP Publishing. ;ISSN: 0034-6748 ;EISSN: 1089-7623 ;DOI: 10.1063/5.0017524 ;CODEN: RSINAKFull text available |
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18 |
Material Type: Article
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Correction: Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market UncertaintyPloS one, 2015-09, Vol.10 (9), p.e0139528-e0139528 [Peer Reviewed Journal]COPYRIGHT 2015 Public Library of Science ;COPYRIGHT 2015 Public Library of Science ;2015 Casnici 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. ;2015 Casnici et al 2015 Casnici et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0139528 ;PMID: 26413720Full text available |
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19 |
Material Type: Article
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Estimation of the multi-index conditional volatility modelJournal of physics. Conference series, 2018-07, Vol.1053 (1), p.12111 [Peer Reviewed Journal]Published under licence by IOP Publishing Ltd ;2018. This work is published under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1742-6588 ;EISSN: 1742-6596 ;DOI: 10.1088/1742-6596/1053/1/012111Full text available |
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20 |
Material Type: Article
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THE POWER OF REAL OPTIONS IN GAMES BETTING: AN APPLICATION OF SWITCHING OPTIONSThe journal of gambling business and economics, 2013-01, Vol.3 (2), p.1-14 [Peer Reviewed Journal]Copyright The University of Buckingham Press Jan 2013 ;ISSN: 1751-7990 ;EISSN: 1751-8008 ;DOI: 10.5750/jgbe.v3i2.544Full text available |