Pages that link to "Item:Q1706492"
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The following pages link to Resolution of policy uncertainty and sudden declines in volatility (Q1706492):
Displayed 8 items.
- Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278) (← links)
- Variance disparity and market frictions (Q2294445) (← links)
- Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility (Q2661806) (← links)
- Double-jump diffusion model for VIX: evidence from VVIX (Q4555075) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
- Extreme downside risk and market turbulence (Q5212065) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)