search query: @indexterm volatility / total: 330
references: 189-198 / 330
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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.
193.
Day-to-day monetary policy and the volatility of the federal funds interest rate
Journal of Money, Credit and Banking
2002 : FEB, VOL. 34:1, p. 137-159
 2002 Bartolini, L.
Bertola, G.
Prati, A.
194.
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations
Journal of International Money and Finance
2002 : FEB, VOL. 21:1, p. 115-144
 2002 Beine, M.
Bénassy-Quéré, A.
Lecourt, C.
195.
Modeling the volatility of the Heath-Jarrow-Morton model: a multifactor GARCH analysis
Journal of Empirical Finance
2002 : JAN, VOL. 9:1, p. 35-56
 2002 Zhou, A.
196.
Second moments in speculative attack models: panel evidence
Journal of International Economics
2002 : JAN, VOL. 56:1, p. 97-129
 2002 Galindo, A.J.
Maloney, W.F.
197.
Stock Returns and Volatility on China's Stock Markets
Journal of Financial Research
2001 : WINTER, VOL. 24:4, p. 523-544
 2001 Lee, C. F.
Chen, G.-m.
Rui, O. M.
198.
Multiperiod hedging in the presence of stochastic volatility
International Review of Financial Analysis
2001 : VOL. 10:4, p. 395-406
 2001 Lien, D.
Wilson, B.K.
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