Pages that link to "Item:Q2919956"

The following pages link to Volatility in equilibrium: asymmetries and dynamic dependencies (Q2919956):

Displaying 27 items.

• Inference theory for volatility functional dependencies (Q284294) (← links)
• The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• The variance risk premium and fundamental uncertainty (Q529727) (← links)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
• Long-term equity anticipation securities and stock market volatility dynamics (Q1302760) (← links)
• Dynamic equilibrium and volatility in financial asset markets (Q1379917) (← links)
• Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
• Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
• Level and slope of volatility smiles in long-run risk models (Q1657154) (← links)
• Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
• Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
• Margin borrowing, stock returns, and market volatility: evidence from margin credit balance (Q1927822) (← links)
• Volatility and welfare (Q1994296) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• A theoretical foundation of ambiguity measurement (Q2173084) (← links)
• Stock return and cash flow predictability: the role of volatility risk (Q2347721) (← links)
• A non-linear dynamic model of the variance risk premium (Q2347731) (← 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)
• Volume-volatility dynamics in an intertemporal asset pricing model. (Q2704144) (← links)
• A Theory of Volatility Spreads (Q3116022) (← links)
• Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
• Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356) (← links)
• A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
• Volatility of volatility and leverage effect from options (Q6118716) (← links)