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Publications by Neil Kellard
Foreign Exchange, Fractional Cointegration and the Implied–realized Volatility Relation
Journal of Banking and Finance
Economics
Econometrics
Finance
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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
SSRN Electronic Journal
Distribution of Historic Market Data – Implied and Realized Volatility
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Fractional Cointegration in Stochastic Volatility Models
Econometric Theory
Economics
Econometrics
Social Sciences
Foreign Exchange Intervention and Exchange Rate Volatility in Peru
Applied Economics Letters
Economics
Econometrics
Spot and Forward Volatility in Foreign Exchange
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
Carry Trades and Global Foreign Exchange Volatility
Journal of Finance
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Economics
Econometrics
Finance
Exchange Rate Volatility, Foreign Exchange Market Intervention and Asymmetric Preferences
The Economics and Finance Letters
Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence From Emerging Market
International Journal of Economics and Finance
Implied Volatility and Warrant Issuing Strategies: Some Evidence From the Johannesburg Stock Exchange
South African Journal of Business Management
Management
International Management
Business
Strategy