search query: @indexterm volatility / total: 330
references: 174-183 / 330
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174.
The impact of volatility on firms holding growth options
Engineering Economist
2002 : VOL. 47:2, p. 213-231
 2002 Davis, G. A.
175.
The statistics of Sharpe ratios
Financial Analysts' Journal
2002 : JUL/AUG, VOL. 58:4, p. 36-52
 2002 Lo, A.W.
176.
A generalized partially linear model of asymmetric volatility
Journal of Empirical Finance
2002 : AUG, VOL. 9:3, p. 287-320
 2002 Wu, G.
Õiao, Z.
177.
Do bonds span the fixed income markets? Theory and evidence for unspanned stochastic volatility
Journal of Finance
2002 : AUG, VOL. 57:4, p. 1685-1730
 2002 Collin-Dufresne, P.
Goldstein, R.
178.
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
International Review of Financial Analysis
2002 : VOL. 11:3, p. 331-344
 2002 Batten, J.
Ellis, C.
Hogan, W.
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.
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