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Stock Market Volatility: Ten Years After the Crash

Citations

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Cited by:

  1. Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010. "The equity premium and the business cycle: the role of demand and supply shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 134-152.
  2. Engle, Robert F. & Gallo, Giampiero M., 2006. "A multiple indicators model for volatility using intra-daily data," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 3-27.
  3. Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020. "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, vol. 34(C).
  4. Ole E. Barndorff-Nielsen & Neil Shephard, 2002. "Estimating quadratic variation using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 457-477.
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