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1
Portfolio insurance using traded options
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Portfolio insurance using traded options

Revista de Administração Contemporânea, 2001-12, Vol.5 (3), p.187-214 [Peer Reviewed Journal]

Copyright Associação Nacional de Pós-Graduação e Pesquisa em Administração Sep-Dec 2001 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 1415-6555 ;ISSN: 1982-7849 ;EISSN: 1415-6555 ;EISSN: 1982-7849 ;DOI: 10.1590/S1415-65552001000300010

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2
Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy Market
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Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy Market

Lecturas de economía, 2007-01, Vol.66 (66), p.251-276 [Peer Reviewed Journal]

Copyright Universidad de Antioquia Jan/Jun 2007 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 0120-2596 ;EISSN: 2323-0622

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3
Stock returns and volatility: the Brazilian case
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Stock returns and volatility: the Brazilian case

Economia aplicada, 2007-07, Vol.11 (3), p.329-346 [Peer Reviewed Journal]

Copyright Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto-USP, Dept de Economia Jul/Sep 2007 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 1413-8050 ;ISSN: 1980-5330 ;EISSN: 1980-5330 ;DOI: 10.1590/S1413-80502007000300001

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4
Eficiencia del mercado accionario Chileno: un enfoque dinámico usando test de volatilidad
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Eficiencia del mercado accionario Chileno: un enfoque dinámico usando test de volatilidad

Lecturas de economía, 2009-01, Vol.70 (70), p.39-61 [Peer Reviewed Journal]

Copyright Universidad de Antioquia Jan/Jun 2009 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0120-2596 ;EISSN: 2323-0622 ;DOI: 10.17533/udea.le.n70a2254

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5
Multivariate volatility models: an application to Ibovespa and Dow Jones industrial
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Multivariate volatility models: an application to Ibovespa and Dow Jones industrial

Cuadernos de economía (Bogotá, Colombia), 2012-01, Vol.31 (56), p.301-320 [Peer Reviewed Journal]

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. ;ISSN: 0121-4772 ;EISSN: 2248-4337

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6
Volumen y asimetría en los principales mercados accionarios latinoamericanos
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Volumen y asimetría en los principales mercados accionarios latinoamericanos

Lecturas de economía, 2012-01, Vol.76 (76), p.119-141 [Peer Reviewed Journal]

COPYRIGHT 2012 Universidad de Antioquia, Departamento de Economia ;Copyright Universidad de Antioquia Jan/Jun 2012 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: http://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: http://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0120-2596 ;EISSN: 2323-0622 ;DOI: 10.17533/udea.le.n76a12813

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7
The relationship between market sentiment index and stock rates of return: a panel data analysis
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The relationship between market sentiment index and stock rates of return: a panel data analysis

BAR, Brazilian administration review, 2012-06, Vol.9 (2), p.189-210 [Peer Reviewed Journal]

Copyright Associação Nacional de Pós-Graduação e Pesquisa em Administração Apr-Jun 2012 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 1807-7692 ;EISSN: 1807-7692 ;DOI: 10.1590/S1807-76922012000200005

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8
Measuring spill-over effects of foreign markets on the JSE before, during and after international financial crises
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Article
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Measuring spill-over effects of foreign markets on the JSE before, during and after international financial crises

South African journal of economic and management sciences, 2013-01, Vol.16 (4), p.418-434 [Peer Reviewed Journal]

Copyright University of Pretoria, Faculty of Economic & Management Sciences 2013 ;This work is licensed under a Creative Commons Attribution-NonCommercial 3.0 International License. ;ISSN: 1015-8812 ;ISSN: 2222-3436 ;EISSN: 2222-3436 ;DOI: 10.4102/sajems.v16i4.384

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9
PRUEBA DE EFICIENCIA DÉBIL EN EL MERCADO ACCIONARIO COLOMBIANO
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PRUEBA DE EFICIENCIA DÉBIL EN EL MERCADO ACCIONARIO COLOMBIANO

Semestre económico, 2014-01, Vol.17 (35), p.13-42 [Peer Reviewed Journal]

Copyright Semestre Economico Jan-Jun 2014 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0120-6346 ;EISSN: 2248-4345

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10
Aspects of volatility targeting for South African equity investors
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Aspects of volatility targeting for South African equity investors

South African journal of economic and management sciences, 2014-01, Vol.17 (5), p.691-699 [Peer Reviewed Journal]

Copyright University of Pretoria, Faculty of Economic & Management Sciences 2014 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 1015-8812 ;ISSN: 2222-3436 ;EISSN: 2222-3436 ;DOI: 10.4102/sajems.v17i5.662

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11
Examining mean-volatility spillovers across national stock markets
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Article
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Examining mean-volatility spillovers across national stock markets

Journal of Economics, Finance and Administrative Science, 2014-06, Vol.19 (36), p.55-62 [Peer Reviewed Journal]

2013 Universidad ESAN ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 2218-0648 ;ISSN: 2077-1886 ;EISSN: 2077-1886 ;DOI: 10.1016/j.jefas.2014.01.001

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12
A NEW MULTIVARIATE NONLINEAR MODEL TO HANDLE THE VOLATILITY TRANSMISSION
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A NEW MULTIVARIATE NONLINEAR MODEL TO HANDLE THE VOLATILITY TRANSMISSION

South African journal of industrial engineering, 2014-11, Vol.25 (3), p.140-153 [Peer Reviewed Journal]

Copyright South African Institute for Industrial Engineering Nov 2014 ;This work is licensed under a Creative Commons Attribution-NonCommercial 3.0 International License. ;ISSN: 2224-7890 ;ISSN: 1012-277X ;EISSN: 2224-7890 ;DOI: 10.7166/25-3-821

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13
Central Bank Communication Affects the Term-Structure of Interest Rates
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Central Bank Communication Affects the Term-Structure of Interest Rates

Revista Brasileira de Economia, 2015, Vol.69 (2), p.147-162 [Peer Reviewed Journal]

Copyright Fundação Getulio Vargas 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 0034-7140 ;ISSN: 1806-9134 ;EISSN: 1806-9134 ;DOI: 10.5935/0034-7140.20150007

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14
Interdependencia de mercados y transmisión de volatilidad en Latinoamérica
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Article
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Interdependencia de mercados y transmisión de volatilidad en Latinoamérica

Innovar : revista de ciencias administrativas y sociales, 2015-01, Vol.25 (55), p.157-170 [Peer Reviewed Journal]

Copyright Universidad Nacional de Colombia 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. ;ISSN: 0121-5051 ;EISSN: 2248-6968 ;DOI: 10.15446/innovar.v25n55.47231

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15
Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market
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Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market

Investigación económica, 2015-07, Vol.74 (293), p.69-97 [Peer Reviewed Journal]

This work is licensed under a Creative Commons Attribution-NonCommercial 3.0 International License. ;ISSN: 0185-1667 ;EISSN: 2594-2360 ;DOI: 10.1016/j.inveco.2015.06.001

Digital Resources/Online E-Resources

16
APPLICATION OF A SHORT MEMORY MODEL WITH RANDOM LEVEL SHIFTS TO THE VOLATILITY OF LATIN AMERICAN STOCK MARKET RETURNS
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APPLICATION OF A SHORT MEMORY MODEL WITH RANDOM LEVEL SHIFTS TO THE VOLATILITY OF LATIN AMERICAN STOCK MARKET RETURNS

Latin american journal of economics, 2015-11, Vol.52 (2), p.185-211 [Peer Reviewed Journal]

COPYRIGHT 2015 Pontificia Universidad Catolica de Chile, Instituto de Economia ;Copyright Pontificia Universidad Católica de Chile, Centro de Estudios de Literatura Chilena Nov 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 0719-0425 ;ISSN: 0719-0433 ;EISSN: 0719-0433 ;DOI: 10.7764/LAJE.52.2.185

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17
The British commercial houses in Peru and Chile between the two world wars: Success and failure
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Article
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The British commercial houses in Peru and Chile between the two world wars: Success and failure

Estudios de Economía, 2015-12, Vol.42 (2), p.93-119 [Peer Reviewed Journal]

Copyright Estudios de Economia Dec 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0718-5286 ;ISSN: 0304-2758 ;EISSN: 0718-5286 ;DOI: 10.4067/S0718-52862015000200005

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18
The new hybrid value at risk approach based on the extreme value theory
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The new hybrid value at risk approach based on the extreme value theory

Estudios de Economía, 2016-06, Vol.43 (1), p.29-52 [Peer Reviewed Journal]

Copyright Estudios de Economia Jun 2016 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0718-5286 ;ISSN: 0304-2758 ;EISSN: 0718-5286 ;DOI: 10.4067/s0718-52862016000100002

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19
An examination of short-run performance of IPOs using Extreme Bounds Analysis
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An examination of short-run performance of IPOs using Extreme Bounds Analysis

Estudios de Economía, 2016-06, Vol.43 (1), p.71-95 [Peer Reviewed Journal]

Copyright Estudios de Economia Jun 2016 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0718-5286 ;ISSN: 0304-2758 ;EISSN: 0718-5286 ;DOI: 10.4067/S0718-52862016000100004

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20
Variance Premium and Implied Volatility in a Low-Liquidity Option Market
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Variance Premium and Implied Volatility in a Low-Liquidity Option Market

Revista Brasileira de Economia, 2017, Vol.71 (1), p.3-28 [Peer Reviewed Journal]

Copyright Fundação Getulio Vargas 2017 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 0034-7140 ;ISSN: 1806-9134 ;EISSN: 1806-9134 ;DOI: 10.5935/0034-7140.20170001

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