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The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1099-1255(199609)11:5<573::aid-jae413>3.0.co;2-topenalex-extracted
Stock market volatility and the business cycle
inferredcites →https://doi.org/10.1007/978-1-4757-3464-5openalex-extracted
Chaos: A Statistical Perspective
inferredcites →https://doi.org/10.1016/0014-2921(93)90107-lopenalex-extracted
Variations in economic uncertainty and risk premiums on capital assets
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-extracted
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/j.jeconom.2009.05.002openalex-extracted
Sequential conditional correlations: Inference and evaluation
inferredcites →https://doi.org/10.1080/109158199225170openalex-extracted
Final Report on the Safety Assessment of Ceteareth-2, -3, -4, -5, -6, -7, -8, -9, -10, -11, -12, -13, -14, -15, -16, -17 -18, -20, -22, -23, -24, -25, -27, -28, -29, -30, -33, -34 -40, -50, -55, -60, -80, and -100
inferredcites →https://doi.org/10.1093/rfs/hhn004openalex-extracted
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
inferredcites →https://doi.org/10.1111/0022-1082.00172openalex-extracted
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
inferredcites →https://doi.org/10.1111/0022-1082.85732openalex-extracted
Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
inferredcites →https://doi.org/10.1111/j.1439-0507.1970.tb01178.xopenalex-extracted
WeltaUrztetag und 100 Jahre Deutscher Ärztetag
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb02647.xopenalex-extracted
Why Does Stock Market Volatility Change Over Time?
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04750.xopenalex-extracted
How Markets Process Information: News Releases and Volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05128.xopenalex-extracted
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
inferredcites →https://doi.org/10.1525/cuag.1993.13.45-46.21openalex-extracted
Ideology, History and Agriculture: Examples from Contemporary North America
inferredcites →https://doi.org/10.2139/ssrn.2005021openalex-extracted
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums
inferredcites →https://doi.org/10.2139/ssrn.236998openalex-extracted
Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models
inferredcites →https://doi.org/10.2139/ssrn.939447openalex-extracted
The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
inferredcites →https://doi.org/10.2307/1912773openalex-extracted
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/2109358openalex-extracted
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
inferredcites →https://doi.org/10.2307/2328636openalex-extracted
Why Does Stock Market Volatility Change Over Time?
inferredcites →https://doi.org/10.2307/2676223openalex-extracted
Economic News and Bond Prices: Evidence from the U.S. Treasury Market
inferredcites →https://doi.org/10.2307/2951737openalex-extracted
Volatility and Links between National Stock Markets
inferredcites →https://doi.org/10.3386/w5783openalex-extracted
DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
inferredcites →https://doi.org/10.3386/w3243openalex-snapshot
Speculative Dynamics and the Role of Feedback Traders
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1016/j.ijforecast.2015.09.008openalex-snapshot
On the predictability of model-free implied correlation
inferred← citeshttps://doi.org/10.5539/ibr.v4n4p139openalex-snapshot
A Study on Developing of Asset Pricing Models
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