search query: @indexterm volatility / total: 330
references: 183-192 / 330
« previous page | next page »
 titleyearauthor
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.
189.
A benchmark for measuring bias in estimated daily value at risk
International Review of Financial Analysis
2002 : VOL. 11:1, p. 85-100
 2002 Moosa, I.A.
Bollen, B.
190.
Information and volatility linkage under external shocks: evidence from dually listed Australian stocks
International Review of Financial Analysis
2002 : VOL. 11:1, p. 59-71
 2002 Alaganar, V.T.
Bhar, R.
191.
The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates
International Review of Financial Analysis
2002 : VOL. 11:1, p. 29-38
 2002 Nowman, K.B.
192.
The jump-risk premia implicit in options: evidence from an integrated time-series study
Journal of Financial Economics
2002 : JAN, VOL. 63:1, p. 3-50
 2002 Pan, J.
« previous page | next page »
SCIMA