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ArticleFinancial volatility: Issues and measuring techniques

Kevin Daly2008

Article2008

Financial volatility: Issues and measuring techniques

82 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Financial Risk and Volatility Modeling Stochastic processes and financial applications Complex Systems and Time Series Analysis

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References

1973The Pricing of Options and Corporate Liabilities 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1992ARCH modeling in finance

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2017Forecasting stock market volatility: Do realized skewness and kurtosis help?2018Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa 2013Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market 2021Volatility GARCH models with the ordered weighted average (OWA) operators 2015A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility 2020

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Year2008

Typearticle

Published2008-01-09

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations82

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.physa.2008.01.009

openalex_workW2071831267

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Exchange rate and volatility: A bibliometric review