Generalized Variance: A Robust Estimator of Stock Price Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2595473 ◽

2015 ◽

Author(s):

Max Sutton ◽

Andrey L. Vasnev ◽

Richard H. Gerlach

Keyword(s):

Stock Price ◽

Price Volatility ◽

Robust Estimator ◽

Stock Price Volatility ◽

Generalized Variance

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Mixed interval realized variance: A robust estimator of stock price volatility

Econometrics and Statistics ◽

10.1016/j.ecosta.2018.06.001 ◽

2019 ◽

Vol 11 ◽

pp. 43-62

Author(s):

Maxwell Sutton ◽

Andrey L. Vasnev ◽

Richard Gerlach

Keyword(s):

Stock Price ◽

Price Volatility ◽

Robust Estimator ◽

Realized Variance ◽

Stock Price Volatility

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The Impact of the Euro Carry Trade on the Korea Stock Price Volatility: Granger Causality Test

Jeju National University Tourism, Business, and Economic Research Institute ◽

10.24907/jtir.2017.02.37.1.33 ◽

2017 ◽

Vol 37 (1) ◽

pp. 33-38 ◽

Cited By ~ 1

Author(s):

Seok-Kyu Kang

Keyword(s):

Granger Causality ◽

Stock Price ◽

Price Volatility ◽

Granger Causality Test ◽

Carry Trade ◽

Causality Test ◽

Stock Price Volatility ◽

The Impact

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Impact of Dividend Policy on Stock Price Volatility: Evidence from Sri Lanka

10.31357/fmscmst.2013.00269 ◽

2013 ◽

Cited By ~ 2

Author(s):

D.N. Jayantha

Keyword(s):

Sri Lanka ◽

Stock Price ◽

Dividend Policy ◽

Price Volatility ◽

Stock Price Volatility

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Margin Requirements and Stock Price Volatility When Agents' Beliefs are Heterogeneous

SSRN Electronic Journal ◽

10.2139/ssrn.907465 ◽

2008 ◽

Cited By ~ 4

Author(s):

Tao Li

Keyword(s):

Stock Price ◽

Price Volatility ◽

Stock Price Volatility ◽

Margin Requirements

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Analyzing airlines stock price volatility during COVID ‐19 pandemic through internet search data

International Journal of Finance & Economics ◽

10.1002/ijfe.2490 ◽

2021 ◽

Author(s):

Soudeep Deb

Keyword(s):

Stock Price ◽

Price Volatility ◽

Internet Search ◽

Stock Price Volatility ◽

Search Data

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A generalized bivariate mixture model for stock price volatility and trading volume

Journal of Econometrics ◽

10.1016/s0304-4076(01)00062-8 ◽

2001 ◽

Vol 104 (1) ◽

pp. 141-178 ◽

Cited By ~ 62

Author(s):

Roman Liesenfeld

Keyword(s):

Mixture Model ◽

Stock Price ◽

Trading Volume ◽

Price Volatility ◽

Stock Price Volatility

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Accentuated Intraday Stock Price Volatility

Volatility ◽

10.1007/978-1-4419-1474-3_8 ◽

2010 ◽

pp. 111-126 ◽

Cited By ~ 4

Author(s):

Deniz Ozenbas ◽

Michael S. Pagano ◽

Robert A. Schwartz

Keyword(s):

Stock Price ◽

Price Volatility ◽

Stock Price Volatility

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Dividend Policy and Stock Price Volatility in the Bangladesh Capital Market: An Experimental Analysis

Saudi Journal of Economics and Finance ◽

10.36348/sjef.2020.v04i07.008 ◽

2020 ◽

Vol 4 (7) ◽

pp. 359-367

Author(s):

Md. Shakhaowat Hossin ◽

Md. Farhad Ahmed

Keyword(s):

Capital Market ◽

Experimental Analysis ◽

Stock Price ◽

Dividend Policy ◽

Price Volatility ◽

Stock Price Volatility

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Gauging Stock Price Volatility during the Financial Crisis using a Multivariate Cointegration Analysis

Proceedings of the 2nd Economics and Business International Conference ◽

10.5220/0009327005850590 ◽

2019 ◽

Author(s):

Zuriyati Ahmad ◽

Tuan Nadiah Tuan Razilah

Keyword(s):

Financial Crisis ◽

Stock Price ◽

Price Volatility ◽

Cointegration Analysis ◽

Stock Price Volatility ◽

Multivariate Cointegration

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FINANCIAL PSYCHOLOGY ANALYSIS OF NUMERICAL SUPERSTITIONS AND STOCK PRICE VOLATILITY: EMPIRICAL EVIDENCES FROM CHINA’S A-SHARE MARKET

REVISTA ARGENTINA DE CLINICA PSICOLOGICA ◽

10.24205/03276716.2020.37 ◽

2020 ◽

Keyword(s):

Stock Price ◽

Price Volatility ◽

Stock Price Volatility ◽

A Share

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