search query: @indexterm volatility / total: 330
references: 18-27 / 330
« previous page | next page »
 titleyearauthor
18.
Differences in beliefs and currency risk premiums
Journal of Financial Economics
2010 : DEC, VOL. 98:3 p. 415-438
 2010 Beber, A.
Breedon, F.
Buraschi, A.
19.
A high-frequency investigation of the interaction between volatility and DAX returns
European Financial Management
2010 : JUN, VOL. 16:3, p. 327-344
 2010 Masset, P.
Wallmeier, M.
20.
The performance of the European stock markets: a time-varying the Sharpe ratio approach
European Journal of Finance
2010 : OCT/DEC, VOL. 16:7-8, p. 727-741
 2010 Fonseca, J.S. da
21.
Why do price limits exist in stock markets? a manipulation-based explanation
European Financial Management
2010 : MAR, VOL. 16:2, p. 296-318
 2010 Kim, K.A.
Park, J.
22.
Implications of market microstructure for realized variance measurement
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 27-43
 2010 Djupsjöbacka, D.
23.
Combining volatility and smoothing forecasts of UK demand for international tourism
Tourism Management
2009 : AUG, VOL. 30:4, p. 495-511
 2009 Coshall, J.T.
24.
Can interest rate volatility be extracted from the cross section of bond yields?
Journal of Financial Economics
2009 : OCT, VOL 94:1, p. 47-66
 2009 Collin-Dufresne, P.
Goldstein, R. S.
Jones, C. S.
25.
Resolving macroeconomic uncertainty in stock and bond markets
Review of finance
2009 : JAN, VOL 13:1 p. 1-45
 2009 Beber, A.
Brandt, M.W.
26.
The risk and return of arbitrage in dual-listed companies
Review of finance
2009 : VOL 13:3 p. 495-520
 2009 Jong, A. de
Rosenthal, L.
Dijk, M.A. van
27.
Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method
European Journal of Finance
2009 : APR-JUN, VOL. 15:3-4, p. 437-444
 2009 Choudhry, T.
Wu, H.
« previous page | next page »
SCIMA