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Volatility / Vix Trading: Your Step-by-Step Guide to Stock Trading and Options
41 个回复 - 6090 次查看 The Ultimate Beginner's Guide To Trading With Volatility And The Volatility Index (VIX) This book is the ultimate beginner’s guide to trading with volatility and the Volatility Index (VIX). I ...2015-6-21 14:39 - nelsoncwlee - 量化投资

Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
1 个回复 - 675 次查看【作者(必填)】 23 【文题(必填)】 Good Volatility, Bad Volatility, and the Cross Section of Stock Returns【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/j ...2021-6-14 13:17 - internet.hzx - 求助成功区

求助一篇论文：Stock market volatility around national elections
1 个回复 - 471 次查看【作者(必填)】Bialkowski 【文题(必填)】Stock market volatility around national elections【年份(必填)】2008 【全文链接或数据库名称(选填)】Journal of Banking & Finance 32 (9), 1941–1953.2020-10-27 09:25 - alli - 求助成功区

Stock Market Volatility and Macroeconomic Fundamentals
1 个回复 - 885 次查看【作者(必填)】Robert F. Engle[/backcolor], Eric Ghysels[/backcolor] and Bumjean Sohn[/backcolor] 【文题(必填)】Stock Market Volatility and Macroeconomic Fundamentals 【年份(必填)】2013 【全文 ...2020-3-20 22:00 - hnhs100 - 文献求助专区

Learning About CEO Ability and Stock Return Volatility
2 个回复 - 367 次查看【作者(必填)】Yihui Pan, Tracy Yue Wang, Michael S. Weisbach 【文题(必填)】Learning About CEO Ability and Stock Return Volatility 【年份(必填)】The Review of Financial Studies, Volume 28, Issue 6 ...2019-10-7 23:05 - huangxiaofen - 求助成功区

Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility,
2 个回复 - 730 次查看【作者(必填)】Dimos S. Kambouroudis[/backcolor] David G. McMillan[/backcolor] Katerina Tsakou[/backcolor] 【文题(必填)】Forecasting Stock Return Volatility: A Comparison of GARCH, Implied V ...2019-8-30 22:32 - hnhs100 - 求助成功区

Forecasting stock market volatility and information content of implied volatilit
2 个回复 - 441 次查看【作者(必填)】Pratap Chandra Pati[/backcolor] 【文题(必填)】Forecasting stock market volatility and information content of implied volatility index 【年份(必填)】2018 【全文链接或数据库名称 ...2019-8-25 18:57 - hnhs100 - 求助成功区

A Portfolio of Stocks and Volatility
1 个回复 - 323 次查看【作者(必填)】Robert T. Daigler and Laura Rossi 【文题(必填)】A Portfolio of Stocks and Volatility 【年份(必填)】The Journal of Investing Summer 2006, 15 (2) 99-106 【全文链接或数据库名称(选填) ...2019-7-30 15:54 - czl - 求助成功区

A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
3 个回复 - 758 次查看【作者(必填)】 Jeremias Bekierman Bastian Gribisch 【文题(必填)】A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-6-28 15:05 - hnhs100 - 求助成功区

Alternative models for conditional stock volatility
1 个回复 - 350 次查看【作者(必填)】 23 【文题(必填)】 Alternative models for conditional stock volatility【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/0304407690901 ...2019-6-15 10:33 - internet.hzx - 求助成功区

A Permanent and Transitory Component Model of Stock Return Volatility
1 个回复 - 2653 次查看【作者(必填)】Engle, R.F. and Lee, G.J. 【文题(必填)】A Permanent and Transitory Component Model of Stock Return Volatility 【年份(必填)】1999 【全文链接或数据库名称(选填)】2014-11-14 01:47 - jigesi - 文献求助专区

求助文献Dividend policy and the volatility of common stocks
0 个回复 - 485 次查看求 Dividend policy and the volatility of common stocks 作者：Baskin， 1989 The Journal of Portfolio Management2020-5-28 01:41 - hihiourour - 爱问频道

A Permanent and Transitory Component Model of Stock Return Volatility
0 个回复 - 683 次查看【作者(必填)】Engle, R.F. and Lee, G.J 【文题(必填)】 A Permanent and Transitory Component Model of Stock Return Volatility 【年份(必填)】1999 【全文链接或数据库名称(选填)】https://papers.ssr ...2019-7-11 02:00 - wangdali - 文献求助专区

求Black,F.（1976）Studies of stock market volatility changes.
5 个回复 - 2999 次查看【作者(必填)】 Black,F.[/backcolor] 【文题(必填)】 Studies of stock market volatility changes.[/backcolor] 【年份(必填)】 1976 【全文链接或数据库名称(选填)】Proceeding of the American Statistica ...2014-10-12 21:11 - wxylzh - 求助成功区

求助文献Studies of Stock Price Volatility Changes,用杠杆效应假说解释股价崩盘风险
1 个回复 - 885 次查看【作者(必填)】F. Black 【文题(必填)】Studies of Stock Price Volatility Changes 【年份(必填)】1976 【全文链接或数据库名称(选填)】2019-5-29 09:20 - 陈晓辉 - 求助成功区

How Aggregate Volatility-of-Volatility Affects Stock Returns
2 个回复 - 370 次查看【作者(必填)】Fabian Hollstein, Marcel Prokopczuk 【文题(必填)】How Aggregate Volatility-of-Volatility Affects Stock Returns 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://academic. ...2019-4-8 17:34 - MemMao - 求助成功区

The Persistence of Volatility and Stock Market Fluctuations
1 个回复 - 347 次查看【作者(必填)】 James M. Poterba and Lawrence H. Summers 【文题(必填)】 The Persistence of Volatility and Stock Market Fluctuations【年份(必填)】 The American Economic Review Vol. 76, No. 5 (Dec., ...2019-4-8 11:56 - leosong - 求助成功区

Idiosyncratic Volatility,Expected Windfall,and the Cross-Section of Stock Return
3 个回复 - 1043 次查看【作者(必填)】 Chi Wan , [/backcolor]Zhijie Xiao 【文题(必填)】Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns in Essays in Honor of Peter C. B. Phillips (Advan ...2019-2-8 03:00 - leosong - 求助成功区

Volatility spillover from the US to international stock markets: A heterogeneous
3 个回复 - 1101 次查看【作者(必填)】 [*]Yudong Wang[/backcolor] [*]Zhiyuan Pan[/backcolor] [*]Chongfeng Wu[/backcolor] 【文题(必填)】Volatility spillover from the US to international stock ...2018-6-26 11:29 - byliu - 求助成功区

Forecasting Stock Price Index Volatility with LSTM Deep Neural Network
2 个回复 - 921 次查看【作者(必填)】ShuiLing YuZhe Li 【文题(必填)】Forecasting Stock Price Index Volatility with LSTM Deep Neural Network 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://link.springer.com ...2018-7-10 21:33 - yangboli_qt - 求助成功区

Asymmetric volatility transmission in international stock markets
2 个回复 - 638 次查看【作者(必填)】 GregoryKoutmos∗[/backcolor]G.GeoffreyBooth[/backcolor] 【文题(必填)】 Asymmetric volatility transmission in international stock markets【年份(必填)】 1995 【全文链接或数据库名 ...2018-5-12 10:21 - internet.hzx - 求助成功区

An empirical assessment of initial return volatility in newly listed stocks
2 个回复 - 534 次查看【作者(必填)】 Paul B. McGuinness 【文题(必填)】 An empirical assessment of initial return volatility in newly listed stocks【年份(必填)】 2015 【全文链接或数据库名称(选填)】https://www.tandfonl ...2018-4-8 18:49 - zx8387 - 求助成功区

No news is good news: An asymmetric model of changing volatility in stock return
1 个回复 - 467 次查看【作者(必填)】John Y.CampbellLudgerHentschel 【文题(必填)】No news is good news: An asymmetric model of changing volatility in stock returns 【年份(必填)】1992 【全文链接或数据库名称(选填)】htt ...2018-4-8 12:30 - blueskyy - 求助成功区

Correlations in Price Changes and Volatility across International Stock Markets
1 个回复 - 528 次查看【作者(必填)】 Y Hamao， RW Masulis， V Ng 【文题(必填)】 Correlations in Price Changes and Volatility across International Stock Markets【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://x ...2018-3-17 16:53 - internet.hzx - 求助成功区

How asymmetric is U.S. stock market volatility?
2 个回复 - 540 次查看【作者(必填)】 Louis H.Ederington，Wei Guan 【文题(必填)】 How asymmetric is U.S. stock market volatility? 【年份(必填)】 2010 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri ...2017-12-1 23:59 - internet.hzx - 求助成功区

The Effect of Volatility Changes on the Level of Stock Prices and Expected Futur
3 个回复 - 757 次查看【作者(必填)】 Robert A. Haugen, Eli Talmor, and Walter Torous 【文题(必填)】 The Effect of Volatility Changes on the Level of Stock Prices and Expected Future Returns 【年份(必填)】 May 1991. ...2018-1-1 06:48 - Enthuse - 求助成功区

Volatility in Emerging Stock Markets
2 个回复 - 558 次查看【作者(必填)】 Reena Aggarwal, Carla Inclan and Ricardo Leal 【文题(必填)】 Volatility in Emerging Stock Markets【年份(必填)】The Journal of Financial and Quantitative Analysis Vol. 34, No. 1 (Mar. ...2017-10-22 10:41 - feiying1023 - 求助成功区

Stock Market Volatility 英文原版
0 个回复 - 868 次查看 Greg N. Gregoriou - Stock Market Volatility2017-10-9 16:01 - kewmudcake - 投资人（实务版）

高价悬赏economic policy uncertainty and stock market volatility (US)
2 个回复 - 1190 次查看最近在写 economic policy uncertainty and stock market volatility (US)的一些关系，想求一些相关领域的文献，不甚感激；2017-7-24 16:44 - beizhongren - 文献求助专区

Forecasting the Volatility of Australian Stock Returns
2 个回复 - 751 次查看【作者(必填)】Heather M Anderson, Farshid Vahid. 【文题(必填)】Forecasting the Volatility of Australian Stock Returns 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://pubs.amstat.org/ ...2012-3-13 16:45 - jianke22 - 求助成功区

Return and volatility linkages between oil prices and the Lebanese stock market
2 个回复 - 844 次查看【作者(必填)】 E Bouri 【文题(必填)】 Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://x ...2017-4-6 21:51 - internet.hzx - 求助成功区

Univariate and Bivariate Volatility in Central European Stock Markets
2 个回复 - 683 次查看【作者(必填)】Boţoc Claudiu 【文题(必填)】Univariate and Bivariate Volatility in Central European Stock Markets 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.vse.cz/pe ...2017-4-5 22:13 - runman - 求助成功区

Stock Market Volatility and Learning (J. of Finance, 2016)
2 个回复 - 1030 次查看《Stock Market Volatility and Learning》此篇论文发表在2015年 Journal of Finance上。作者提出一种基于消费的资产定价模型。简介 We show that consumption-based asset pricing models with time-se ...2016-10-28 09:45 - DuShu16 - 金融学（理论版）

Stock Market Volatility and Learning.
1 个回复 - 669 次查看【作者(必填)】 ADAM, K., MARCET, A. and NICOLINI, J. P. 【文题(必填)】 Stock Market Volatility and Learning. 【年份(必填)】 (2016), 【全文链接或数据库名称(选填)】The Journal of Finance, 71: 3 ...2017-4-3 10:35 - peter - 求助成功区

Volatility spillovers between oil prices and the stock market under structural~~
1 个回复 - 780 次查看《Volatility spillovers between oil prices and the stock market under structural breaks》此篇论文发表在2016年Global Finance Journal上。作者使用单双变量GARCH模型来分析美国股票市场和石油市场波动之间 ...2017-3-29 03:45 - DuShu16 - 金融学（理论版）

Stock market volatility and equity returns: Evidence from a two-state Markov-swi
1 个回复 - 617 次查看【作者(必填)】 Xinyi Liua, , Dimitris Margaritisb, , Peiming Wang 【文题(必填)】 Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors【年份(必 ...2017-3-24 15:02 - internet.hzx - 求助成功区

The relationship between trading volume, stock index returns and volatility: Emp
1 个回复 - 770 次查看【作者(必填)】 QT Le，M Mehmed 【文题(必填)】 The relationship between trading volume, stock index returns and volatility: Empirical evidence in Nordic countries【年份(必填)】 2009 【全文链接或数 ...2017-3-21 19:46 - internet.hzx - 求助成功区

Intra-day volatility components in FTSE100 stock index futures
2 个回复 - 2673 次查看 Recent research has suggested that intra-day volatility may contain both short-run and long-run components due to the existence of heterogeneous information flows or heterogeneous market agents (Ander ...2011-1-24 00:26 - xhschneider - 金融工程（数量金融）与金融衍生品

Index Futures Trading and Stock Market Volatility in China: A Difference-in-Diff
3 个回复 - 847 次查看【作者(必填)】 [*]Shiqing Xie, [*] [*] [*]Taiping Mo 【文题(必填)】 Index Futures Trading and Stock Market Volatility in China: A Difference-in-Difference ApproachArticle in ...2017-3-3 12:59 - randompattern - 求助成功区

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spill
1 个回复 - 846 次查看【作者(必填)】 Jozef Baruník, , Evžen Kočenda, Lukáš Vácha 【文题(必填)】 Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers【年份(必填)】 2016 ...2016-12-22 16:04 - internet.hzx - 求助成功区

Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1778 次查看【作者(必填)】Juri Marcucci 【文题(必填)】Forecasting Stock Market Volatility with Regime-Switching GARCH Models 【年份(必填)】2005 【全文链接或数据库名称(选填)】https://www.degruyter.com/vie ...2016-12-18 15:01 - runman - 求助成功区

Good news, band news and international spilovers of stock return volatility betw
2 个回复 - 684 次查看【作者(必填)】 Kee-Hong Bae, G. Andrew Karolyi 【文题(必填)】 Good news, band news and international spilovers of stock return volatility between Japan and the U.S. 【年份(必填)】 1995 【全文链接 ...2016-12-10 16:34 - internet.hzx - 求助成功区

Good news, band news and international spilovers of stock return volatility betw
3 个回复 - 677 次查看【作者(必填)】 Kee-Hong Bae, G. Andrew Karolyi 【文题(必填)】 Good news, band news and international spilovers of stock return volatility between Japan and the U.S.【年份(必填)】 1995 【全文链接或 ...2016-12-10 16:59 - internet.hzx - 求助成功区

求Volatility and links between national stock markets
1 个回复 - 849 次查看【作者(必填)】 King, M., Sentana, E., Wadhwani 【文题(必填)】 Volatility and links between national stock markets 【年份(必填)】 1994. 【全文链接或数据库名称(选填)】jstor King, M., Sentana, E ...2016-10-24 23:38 - yahoocom - 求助成功区

Stock Market Structure and Volatility
2 个回复 - 680 次查看【作者(必填)】Hans R. Stoll and Robert E. Whaley 【文题(必填)】Stock Market Structure and Volatility 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.o ...2016-8-16 12:06 - blueskyy - 求助成功区

Modelling Stock Market Volatility
7 个回复 - 2053 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous Time [Hardcover]Peter H. Rossi (Editor) [*]Hardcover: 485 pages[*]Publisher: Academic Press; 1st edition (November 18, 1996)[*]Lang ...2010-7-8 12:27 - mcsyky - 金融学（理论版）

免費 Modelling Stock Market Volatility -Bridging the Gap to Continuous Time
4 个回复 - 1246 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous TimePeter H. Rossi (Editor) Publication Date: November 18, 1996 | ISBN-10: 0125982755 | ISBN-13: 978-0125982757 | Editio ...2013-11-12 00:24 - martinnyj - 金融学（理论版）

Excess volatility of stock prices and Knightian uncertainty
1 个回复 - 661 次查看【作者(必填)】James Dow ∗ 【文题(必填)】Excess volatility of stock prices and Knightian uncertainty 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2016-5-30 10:35 - blueskyy - 文献求助专区

求文献Volatility of stock market and exchange rate returns in Peru: Long memory
2 个回复 - 699 次查看【作者(必填)】Andrés Herrera AramburúRelated information1Department of Economics, Pontificia Universidad Católica del Perú, Av. Universitaria 1801, Lima 32, Lima, Perú , Gabriel RodríguezRela ...2016-5-7 17:25 - weilinhy - 求助成功区

Realized Volatility Forecast of Stock Index Under Structural Breaks
2 个回复 - 748 次查看【作者(必填)】【文题(必填)】Realized Volatility Forecast of Stock Index Under Structural BreaksK Yang, L Chen, F Tian - Journal of Forecasting, 2015 - Wiley Online Library 【年份(必填)】【全 ...2016-1-21 11:08 - 金融坦然 - 求助成功区

Estimating the Stock/Portfolio Volatility and the Volatility of Volatility
3 个回复 - 1192 次查看【作者(必填)】 Moawia Alghalith 【文题(必填)】 Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method【年份(必填)】 2015 【全文链接或数据库名称(选填)】htt ...2015-4-11 20:46 - wenyu - 求助成功区

文献求助: Stock Market Volatility and Macroeconomic Fundamentals
2 个回复 - 1299 次查看【作者(必填)】Robert F. Engle, Eric Ghysels, Bumjean Sohn 【文题(必填)】Stock Market Volatility and Macroeconomic Fundamentals 【年份(必填)】2013 【全文链接或数据库名称(选填)】The Review of E ...2015-9-26 20:54 - zhuang123 - 求助成功区

Stock market volatility, excess returns, and the role of investor sentiment
1 个回复 - 1324 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】 http://d.scholar.cnki.net/DETAIL/REFDETAIL?FILENAME=SJES13012100568076&DBCODE=sjes2015-9-8 12:50 - 15002967574 - 求助成功区

Volatility Spillovers Between Stock Returns and Exchange Rate Changes
1 个回复 - 1160 次查看【作者(必填)】Angelos Kanas 【文题(必填)】Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence 【年份(必填)】2000 【全文链接或数据库名称(选填)】https: ...2015-8-29 22:12 - 小吭 - 求助成功区

Stock Market Volatility and Macroeconomic
1 个回复 - 587 次查看【作者(必填)】Stock Market Volatility and Macroeconomic Fundamentals[/backcolor] 【文题(必填)】Robert F. Engle, Eric Ghysels, and Bumjean Sohn[/backcolor] 【年份(必填)】July 2013[/backcolor] ...2015-8-21 11:00 - littlefox18 - 求助成功区

Daily institutional trades and stock price volatility in a retail investor domin
1 个回复 - 936 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Daily institutional trades and stock price volatility in a retail investor dominated emerging marketW Li, SS Wang - ...2015-7-17 21:33 - 马甲甲 - 文献求助专区

Herding behaviour and market dynamic volatility: evidence from the US stock mar
1 个回复 - 959 次查看【作者(必填)】 Mouna Jlassi; Kamel Naoui 【文题(必填)】【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.inderscience.com/offer.php?id=678442015-7-8 17:32 - waterup - 求助成功区

Volume, volatility, and New York stock exchange trading halts
1 个回复 - 807 次查看【作者(必填)】 Lee C, Ready M J, Seguin P J 【文题(必填)】 Volume, volatility, and New York stock exchangetrading halts 【年份(必填)】 1994 【全文链接或数据库名称(选填)】2015-5-31 17:23 - 树林儿 - 求助成功区

Investor Attention and Stock Market Volatility
1 个回复 - 813 次查看【作者(必填)】Daniel Andrei andMichael Hasler 【文题(必填)】Investor Attention and Stock Market Volatility 【年份(必填)】201 【全文链接或数据库名称(选填)】Rev. Financ. Stud. (2015) 28 (1): 3 ...2015-2-10 20:46 - stonehd - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
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