Works about MARKET volatility
Results: 5000
Smart Finance: Utilizing AI to Predict Stock Prices from News and Market Data.
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- International Journal of Computer Information Systems & Industrial Management Applications, 2024, v. 16, n. 3, p. 378
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Democracy and stock market returns.
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 5, doi. 10.1111/jfir.12402
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Analysing the Symmetric GARCH model across different sample sizes.
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- Studies in Economics & Econometrics, 2025, v. 49, n. 1, p. 1, doi. 10.1080/03796205.2024.2439099
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Do granular shocks generate sizeable aggregate volatility?: Do granular shocks generate...: A. Mandel, N.P. Veetil.
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- Journal of Evolutionary Economics, 2025, v. 35, n. 1, p. 71, doi. 10.1007/s00191-025-00887-9
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A review on unsupervised learning algorithms and applications in supply chain management.
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- International Journal of Production Research, 2025, v. 63, n. 5, p. 1933, doi. 10.1080/00207543.2024.2390968
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Exploring stochastic volatility in financial markets.
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- International Journal of Research in Business & Social Science, 2025, v. 14, n. 1, p. 74, doi. 10.20525/ijrbs.v14i1.3837
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Beyond the Event Window: Earnings Horizon and the Informativeness of Earnings Announcements.
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- Accounting Review, 2025, v. 100, n. 2, p. 351, doi. 10.2308/TAR-2023-0697
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Valuation and Returns on Stock Return Volatility.
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- Accounting Review, 2025, v. 100, n. 2, p. 299, doi. 10.2308/TAR-2020-0151
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ENHANCING SUPPLY CHAIN RESILIENCE IN THE COAL MINING SECTOR: A QUALITATIVE STUDY.
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- Polish Journal of Management Studies, 2024, v. 30, n. 2, p. 282, doi. 10.17512/pjms.2024.30.2.17
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Firm Policies and Uncertainty About Risk.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 96, doi. 10.3390/jrfm18020096
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The End of Mean-Variance? Tsallis Entropy Revolutionises Portfolio Optimisation in Cryptocurrencies.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 77, doi. 10.3390/jrfm18020077
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On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing.
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- Risks, 2025, v. 13, n. 2, p. 31, doi. 10.3390/risks13020031
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Dynamic Linkages Between Economic Policy Uncertainty and External Variables in Latin America: Wavelet Analysis.
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- Economies, 2025, v. 13, n. 2, p. 22, doi. 10.3390/economies13020022
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Machine learning technologies on energy economics and finance in times of crisis.
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- Annals of Operations Research, 2025, v. 345, n. 2, p. 569, doi. 10.1007/s10479-024-06455-x
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Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market.
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- Annals of Operations Research, 2025, v. 345, n. 2, p. 1035, doi. 10.1007/s10479-024-05893-x
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Early warning system to predict energy prices: the role of artificial intelligence and machine learning.
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- Annals of Operations Research, 2025, v. 345, n. 2, p. 1297, doi. 10.1007/s10479-022-04908-9
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CORPORATE GOVERNANCE AND VOLATILITY IN THE CAPITAL MARKETS: BRAZIL CASE STUDY.
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- Corporate Ownership & Control, 2009, v. 7, n. 1, p. 40
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LAYER HISTOGRAM PATTERNS IN FINANCIAL TIME SERIES.
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- Corporate Ownership & Control, 2009, v. 6, n. 3, p. 137
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IMPACT OF INDEX DERIVATIVES ON INDIAN STOCK MARKET VOLATILITY-AN APPLICATION OF ARCH AND GARCH MODEL.
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- Corporate Ownership & Control, 2009, v. 6, n. 3, p. 39
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CORPORATE SOCIAL RESPONSIBILITY AND SHAREHOLDER VALUE IMPLICATIONS.
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- Corporate Ownership & Control, 2007, v. 5, n. 1, p. 96
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Factores relevantes de la inestabilidad del mercado petrolero.
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- Revista de Economía Institucional, 2021, v. 23, n. 45, p. 227, doi. 10.18601/01245996.v23n45.11
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CONCENTRACIÓN BANCARIA Y REORGANIZACIÓN FINANCIERA: ESPAÑA Y PORTUGAL EN LA POST-CRISIS.
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- Revista de Economía Institucional, 2019, v. 21, n. 40, p. 185, doi. 10.18601/01245996.v21n40.07
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LA LIBERALIZACIÓN Y EL MANEJO DE LOS FLUJOS DE CAPITAL: UNA VISIÓN INSTITUCIONAL.
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- Revista de Economía Institucional, 2013, v. 15, n. 28, p. 205
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INCERTIDUMBRE, GOBERNABILIDAD Y CRECIMIENTO ECONÓMICO. VENEZUELA 1968-2010.
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- Revista de Economía Institucional, 2013, v. 15, n. 28, p. 313
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Mapping the stocks in MICEX: Who is central to the Moscow Stock Exchange?
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- University of Tartu - Faculty of Economics & Business Administration Working Paper Series, 2018, n. 111, p. 1
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Freight Transportation Derivatives Contracts: State of the Art and Future Developments.
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- Transportation Journal (American Society of Transportation & Logistics Inc), 2009, v. 48, n. 4, p. 7, doi. 10.5325/transportationj.48.4.0007
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How Do Regional Third-Party Logistics Firms Innovate? A Cross-Regional Study.
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- Transportation Journal (American Society of Transportation & Logistics Inc), 2009, v. 48, n. 3, p. 44, doi. 10.5325/transportationj.48.3.0044
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Survival Techniques: Transfer Pricing in a Sick Economy.
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- Tax Executive, 2009, v. 61, n. 3, p. 187
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Patterns and Volatility in State Funding for Higher Education, 1951-2006.
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- Teachers College Record, 2018, v. 120, n. 6, p. 1, doi. 10.1177/016146811812000605
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Component-Driven Regime-Switching Volatility.
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- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 263, doi. 10.1093/jjfinec/nbs023
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Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach.
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- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 116, doi. 10.1093/jjfinec/nbs013
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Stochastic Volatility of Volatility and Variance Risk Premia.
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- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 1, doi. 10.1093/jjfinec/nbs008
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The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures.
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- Journal of Financial Econometrics, 2012, v. 11, n. 1, p. 76, doi. 10.1093/jjfinec/nbs016
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Asymptotics of Realized Volatility with Non-Gaussian ARCH(∞) Microstructure Noise.
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- Journal of Financial Econometrics, 2012, v. 10, n. 4, p. 617, doi. 10.1093/jjfinec/nbs005
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Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects.
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- Journal of Financial Econometrics, 2012, v. 10, n. 4, p. 591, doi. 10.1093/jjfinec/nbs007
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Asymmetry and Long Memory in Volatility Modeling.
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- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 495, doi. 10.1093/jjfinec/nbr015
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Asymptotic Theory of Range-Based Multipower Variation.
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- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 417, doi. 10.1093/jjfinec/nbr019
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Statistical Surveillance of Volatility Forecasting Models.
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- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 513, doi. 10.1093/jjfinec/nbr017
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A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew.
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- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 457, doi. 10.1093/jjfinec/nbr016
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Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 519, doi. 10.1093/jjfinec/nbq027
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Long-Term Skewness and Systemic Risk.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 437, doi. 10.1093/jjfinec/nbr002
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Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 124, doi. 10.1093/jjfinec/nbr007
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Forecasting intraday volatility in the US equity market. Multiplicative component GARCH.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 54, doi. 10.1093/jjfinec/nbr005
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On the Importance of Time Variability in Higher Moments for Asset Allocation.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 84, doi. 10.1093/jjfinec/nbr006
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Outlyingness Weighted Covariation.
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- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 657, doi. 10.1093/jjfinec/nbr003
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Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise.
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- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 367, doi. 10.1093/jjfinec/nbq031
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When is a Copula Constant? A Test for Changing Relationships.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 106, doi. 10.1093/jjfinec/nbq020
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Yield Curve and Volatility: Lessons from Eurodollar Futures and Options.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 66, doi. 10.1093/jjfinec/nbq019
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GARCH Parameter Estimation Using High-Frequency Data.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 162, doi. 10.1093/jjfinec/nbq017
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MCMC Estimation of the COGARCH(1,1) Model.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 481, doi. 10.1093/jjfinec/nbq029
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