Pages that link to "Item:Q292008"
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The following pages link to Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008):
Displaying 15 items.
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (Q737260) (← links)
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
- Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect (Q2096246) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- Stock return and cash flow predictability: the role of volatility risk (Q2347721) (← links)
- The long and the short of the risk-return trade-off (Q2347734) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- Think again: volatility asymmetry and volatility persistence (Q2697019) (← links)
- A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news'' effects (Q2697029) (← links)
- Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
- GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
