search query: @indexterm volatility / total: 330
references: 179-188 / 330
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179.
A methodology for assessing model risk and its application to the implied volatility function model
Journal of Financial and Quantitative Analysis
2002 : JUN, VOL. 37:2, p. 297-318
 2002 Hull, J.
Suo, W.
180.
Temporal aggregation, volatility components and volume in high frequency UK bond futures
European Journal of Finance
2002 : MAR, VOL. 8:1, p. 70-92
 2002 McMillan, D. G.
Speight, A. E. H.
181.
A comparison of seasonal adjustment methods when forecasting intraday volatility
Journal of Financial Research
2002 : SUMMER, VOL. 25:2, p. 283-299
 2002 Martens, M.
Chang, Y-C.
Taylor, S.J.
182.
Trade integration and risk sharing
European Economic Review
2002 : JUN. VOL. 46:6, p. 1023-1048
 2002 Kraay, A.
Ventura, J.
183.
An empirical investigation of continuous-time equity return models
Journal of Finance
2002 : JUN, VOL. 57:3, p. 1239-1284
 2002 Andersen, T.G.
Benzoni, L.
Lund, J.
184.
Range-based estimation of stochastic volatility models
Journal of Finance
2002 : JUN, VOL. 57:3, p. 1047-1091
 2002 Alizadeh, S.
Brandt, M.W.
Diebold, F.X.
185.
Can output explain the predictability and volatility of stock returns?
Journal of International Money and Finance
2002 : APR, VOL. 21:2, p. 163-182
 2002 Rodríguez, R.
Restoy, F.
Peña, J.I.
186.
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
Journal of Empirical Finance
2002 : MAR, VOL. 9:2, p. 225-255
 2002 Fiorentini, G.
León, A.
Rubio, G.
187.
The volatility and price sensitivities of managerial stock option portfolios and corporate hedging
Journal of Finance
2002 : APR, VOL. 57:2, p. 801-813
 2002 Knopf, J.D.
Nam, J.
Thornton, J.H. Jr.
188.
The relationship between conditional stock market volatility and conditional macroeconomic volatility: empirical evidence on UK data
International Review of Financial Analysis
2002 : VOL. 11:1, p. 101-110
 2002 Morelli, D.
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