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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Subject Volatility
Showing results 1 to 11 of 11
| Issue Date | Title | Author(s) | Type | | Feb-2010 | Asymmetric effects of oil price fluctuations in international stock markets | Ramos, Sofía B.; Veiga, Helena | workingPaper |
| Jul-2009 | Automated financial multi-path GETS modelling | Sucarrat, Genaro; Escribano, Álvaro [alvaroe] | workingPaper |
| Apr-2002 | Can output explain the predictability and volatility of stock returns? | Rodríguez López, Rosa [rrlopez]; Restoy, Fernando; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | article |
| Nov-2011 | Can we curb retail sales volatility through marketing mix actions? | Esteban Bravo, Mercedes [mesteban]; Yildirim, Gökhan [gyildiri]; Vidal-Sanz, Jose M. [jvidal] | workingPaper |
| Feb-2007 | Commonality in the LME aluminium and copper volatility processes through a Figarch lens | Figuerola-Ferretti, Isabel [ifgarrig]; Gilbert, Christopher L. | workingPaper |
| Nov-2009 | Comparing univariate and multivariate models to forecast portfolio value-at-risk | Santos, André A. P.; Nogales, Francisco J.; Ruiz, Esther [ortega] | workingPaper |
| Jul-2007 | Flexibility at the margin and labor market volatility in OECD countries | Sala, Hector; Silva, José I.; Toledo, Manuel E. | workingPaper |
| Aug-1997 | A general equilibrium approach to the stock returns and real activity relationship | Rodríguez, Rosa; Restoy, Fernando; Peña Sánchez de Rivera, Juan Ignacio [ypenya] | workingPaper |
| Oct-2000 | Long memory in stock-market trading volume | Ignacio, Lobato N.; Velasco, Carlos [cavelas] | article |
| Dec-2010 | Volatility models with Leverage effect | Rodríguez Villar, Mª José | doctoralThesis |
| Aug-1999 | Why do we smile? On the determinants of the implied volatility function | Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Rubio, Gonzalo; Serna, Gregorio | article |
Showing results 1 to 11 of 11
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