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Results for Volatility

Publications & Outputs

  1. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness

    Barigozzi, M., Hallin, M., Soccorsi, S. & von Sachs, R., 31/05/2021, In: Journal of Econometrics. 222, 1, p. 324-343 20 p.

    Research output: Contribution to journalJournal articlepeer-review

  2. Empirical safety stock estimation based on kernel and GARCH models

    Trapero Arenas, J. R., Cardos, M. & Kourentzes, N., 04/2019, In: Omega: The International Journal of Management Science. 84, p. 199-211 13 p.

    Research output: Contribution to journalJournal articlepeer-review

  3. Procyclical government spending: a public choice analysis

    Abbott, A. J. & Jones, P., 1/03/2013, In: Public Choice. 154, 3-4, p. 243-258 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  4. Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., Shackleton, M. B. & Wojakowski, R. M., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper