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Results 1 - 20 of 3,477,952  for All Library Resources

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1
The Emerging Risk Space Expands
The Emerging Risk Space Expands
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The Emerging Risk Space Expands

The 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: 1531-0558

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2
Realized volatility forecasting and market microstructure noise
Realized volatility forecasting and market microstructure noise
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Realized volatility forecasting and market microstructure noise

Journal of econometrics, 2011, Vol.160 (1), p.220-234 [Peer Reviewed Journal]

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.032

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3
Household Incomes and Bank Residential Mortgage in Russia
Household Incomes and Bank Residential Mortgage in Russia
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Household Incomes and Bank Residential Mortgage in Russia

SHS 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/20219302010

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4
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Journal of econometrics, 2011, Vol.160 (1), p.235-245 [Peer Reviewed Journal]

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.033

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5
Ultra high frequency volatility estimation with dependent microstructure noise
Ultra high frequency volatility estimation with dependent microstructure noise
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Ultra high frequency volatility estimation with dependent microstructure noise

Journal of econometrics, 2011, Vol.160 (1), p.160-175 [Peer Reviewed Journal]

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.028

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6
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Journal of econometrics, 2011, Vol.160 (1), p.48-57 [Peer Reviewed Journal]

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.014

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7
Option trading for optimizing volatility forecasting
Option trading for optimizing volatility forecasting
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Option trading for optimizing volatility forecasting

Journal 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: 2241-0376

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8
Explaining asset pricing puzzles associated with the 1987 market crash
Explaining asset pricing puzzles associated with the 1987 market crash
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Explaining asset pricing puzzles associated with the 1987 market crash

Journal 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.2011.01.008

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9
Threshold bipower variation and the impact of jumps on volatility forecasting
Threshold bipower variation and the impact of jumps on volatility forecasting
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Threshold bipower variation and the impact of jumps on volatility forecasting

Econometrics, 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.2010.07.008

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10
Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes
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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11
Corrigendum to “Recent Advances in Dye Sensitized Solar Cells”
Corrigendum to “Recent Advances in Dye Sensitized Solar Cells”
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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: 10.1155/2015/403585

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12
Identify and Manage the Software Requirements Volatility
Identify and Manage the Software Requirements Volatility
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Identify and Manage the Software Requirements Volatility

International 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.2016.070510

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13
Smart beta portfolio investment strategy during the COVID-19 pandemic in Indonesia
Smart beta portfolio investment strategy during the COVID-19 pandemic in Indonesia
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Smart beta portfolio investment strategy during the COVID-19 pandemic in Indonesia

Investment 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).2022.25

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14
No-dynamic-arbitrage and market impact
No-dynamic-arbitrage and market impact
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No-dynamic-arbitrage and market impact

Quantitative finance, 2010-08, Vol.10 (7), p.749-759 [Peer Reviewed Journal]

ISSN: 1469-7688 ;EISSN: 1469-7696 ;DOI: 10.1080/14697680903373692

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15
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
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Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices

Journal 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.2008.02.003

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16
Cross-section of option returns and volatility
Cross-section of option returns and volatility
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Cross-section of option returns and volatility

Journal 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.2009.01.001

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17
Stock exchange volatility forecasting under market stress with MIDAS regression
Stock exchange volatility forecasting under market stress with MIDAS regression
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Stock exchange volatility forecasting under market stress with MIDAS regression

International 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.2421

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18
VIX term structure and VIX futures pricing with realized volatility
VIX term structure and VIX futures pricing with realized volatility
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VIX term structure and VIX futures pricing with realized volatility

The 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.21955

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19
A behavioral explanation for the negative asymmetric return-volatility relation
A behavioral explanation for the negative asymmetric return-volatility relation
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A behavioral explanation for the negative asymmetric return-volatility relation

Journal 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.2007.12.046

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20
Lifting the Heston model
Lifting the Heston model
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Lifting the Heston model

Quantitative finance, 2019-12 [Peer Reviewed Journal]

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 1469-7688 ;EISSN: 1469-7696 ;DOI: 10.1080/14697688.2019.1615113

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