検索結果 - "Volatility."

Phl at risk of food, energy volatility 著者: Agcaoili, Lawrence

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Information quality and long-run risk asset pricing implications. 著者: Hengjie Ai

Do professional currency managers beat the benchmark?. 著者: Pojarliev, Momtchil

Market sidedness Insights into motives for trade initiation. 著者: Sarkar, Asani

Estimation of the idiosyncratic and systemic volatilities of asset returns using factor stochastic volatility model 著者: Dela Cruz, Melissa E.

Habit formation and macroeconomic models of the term structure of interest rates. 著者: Buraschi, Andrea

Cross-asset speculation in stock markets. 著者: Bernhardt, Dan

Momentum and credit rating. 著者: Avramov, Doron

Can tests based on option hedging errors correctly identify volatility risk premia?. 著者: Branger, Nicoles

Benchmarks as limits to arbitrage understanding the low-volatility anomaly. 著者: Baker, Malcolm