haku: @indexterm volatility / yhteensä: 330
viitteet: 21-30 / 330
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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.
28.
Measuring financial asset return and volatility spillovers, with application to global equity markets
Economic Journal
2009 : JAN, VOL. 119:534, p. 158-171
 2009 Diebold, F.X.
Yilmaz, K.
29.
Risk, uncertainty, and asset prices
Journal of Financial Economics
2009 : JAN, VOL. 91:1, p. 59-82
 2009 Bekaert, G.
Engstrom, E.
Xing, Y.
30.
High idiosyncratic volatility and low returns: International and further U.S. evidence
Journal of Financial Economics
2009 : JAN, VOL. 91:1, p. 1-23
 2009 Ang, A. (et al.)
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