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~accessRights:"free"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~subject:"Volatility"
~type:"book"
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Volatility
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313
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313
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274
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274
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129
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Chiarella, Carl
20
Platen, Eckhard
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He, Xue-zhong
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Zhou, Hao
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Kang, Boda
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Nikitopoulos, Christina Sklibosios
6
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Tô, Thuy-duong
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Finance and economics discussion series
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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478
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216
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
130
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1
Reasons behind words : OPEC narratives and the oil market
Brunetti, Celso
;
Joëts, Marc
;
Mignon, Valérie
-
2024
Persistent link: https://www.econbiz.de/10014490822
Saved in:
2
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
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3
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
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4
Volatility in home sales and prices : supply or demand?
Anenberg, Elliot
;
Ringo, Daniel
-
2022
Persistent link: https://www.econbiz.de/10013413199
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5
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
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6
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
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7
Nonlinear unemployment effects of the inflation tax
Lahcen, Mohammed Ait
;
Baughman, Garth
;
Rabinovich, Stanislav
-
2021
-
This version: June 25, 2021
Persistent link: https://www.econbiz.de/10012609348
Saved in:
8
When uncertainty and volatility are disconnected : implications for asset pricing and portfolio performance
Aït-Sahalia, Yacine
;
Matthys, Felix
;
Osambela, Emilio
; …
-
2021
Persistent link: https://www.econbiz.de/10012704880
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9
Words speak as loudly as actions : Central Bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
-
2021
Persistent link: https://www.econbiz.de/10012704991
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10
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J.
-
2020
Persistent link: https://www.econbiz.de/10012388292
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