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    1. GOOD VOLATILITY, BAD VOLATILITY: SIGNED JUMPS AND THE PERSISTENCE OF VOLATILITY

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwhV1bb9MwFLYAIbEXLgNphTEZCZ4gNHF8RdOksrZbpm0tTTa0JytxHK3SbqIdD_x6juOktBrTXhIpPo5jHV8-21--g9BHUVEqrIXRj5U8oFayoChpFVhrTSwrabzO9k95cEZ-TORwtyHRzBpaZc0LrE_xASAVF7YLUzoAaafp-ViGvummi-E2ElGjrEsDzmLWsts56UIdMp3rWvNkZd556hab01nLQYR55XI6vzMa11PM8AUatx9X86u_en6J32lYIV63Co4P1uMlet7ATdzz7eMVemSv1tGz9m_k2Tpac2jTizW_RuXeaNTH2-c7p6PDXpYcJtnZdvd85wv-3vvP4284TfaOB318cHI0TnHvuI-z_QEeDyZpkmZu6wqPhnezvUEnw0G2ux80YRgCw0Q4D4gsYmspeM2qihMZGUZ5KA0rI7hZKWglLFckLEVOlSkKZWnOJbicU6OMjTcQ5pFRTnYnZLKioggBhZCK8TIOcyViZTroc-sdbRpxchcj40LXixRO9LIvO-jTwvrGi3LcY7fhHb2wkk6MEZasUQdt1e5Zzu848br1UQd9gDahmx49u-f9asXGRVP5rcQ01nHoRIE0AQQF2XSo9J_pTZ3-L-9m29qWCuEK8KQgMYfiF8nQ4d0pTn5lr2_BRjjNOQVI--1DdXiH1gDfMc8u3kRP5r9u7Xsf9WKr7kRwnRwlfwELBA1T

      by Sheppard, Kevin and Patton, Andrew J.

      The Review Of Economics And Statistics, Volume 97, Issue 3, pp. 683 - 697

      Journal Article : Full Text Online

    2. Forecasting the volatility of agricultural commodity futures: The role of (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3bbtNAEF0FkLg8IAhIBApaJAjw4Nbe9WWNqqLQ1iptBW1JhXiyfNmlEQGjuAXxBn_Av_EHfAmz3osdpUUgXhzHXk8cz9nxzM4NoQeR8P2Ic5B-QRk6PmeBk5e-cDjnBWWCFarO9hu2_ZbsH7Bkvdf7aXJhmlhmaZ_XeqqckuUg81VlfONX02Hq2UQ71uX6kuttHO5spmD7joefgbOd78B0MwOHD2nyv3iBY4AYmX_7D5ixROEA7ANyYAvYge1foUd27Cyy-tgkU4EQgzNTHb-RvZu1JTvg5z9UpTyj6pPUJpDDBC4WlY2o6JCRC_bVZNqhfIaeLNpbaZfPZwIuavReGXowed8uyW434Qn7gHo7fPdEuZcm2Red-KaXOcBCtnFeHWG6B0-4avxX9XycaOOJDkPVbHGZK1kui496tOnIY4W9qrKlQU06kpsy2lECfNUTeeH9ourVwh9fJky_JOZKeG-NXqd7G0m6--Llzjl0gUj9S-rozw-tehCxxgVv79hURHbJiqE7ryO1ho81n4jWf8bX0FXNEDxSWLmOevxjH10ZWSTwPrposij66JJJeIf9gUoBx_o1UuPHutb5kxvoewdoGICGV4_WWkSsrhyt4UrgLt6wxRvWeHuKAW1Yok2OLapf334sUgG4YYDbIv2baJxsjte3HN0VxAHhQT1HxKBSxZxkkR8XsfCJx6NSMCpA98_yjLoiC7xcRG4oSrAfuMek9zdz_RyU76ygtxAOvSKWRaDcgAk_yl3QiYkIwpK6WRzRuBigR-b5p4UulS87tkxTVeSbpMCpVHJqgO7bkZ9UeZhTxiwZFqZ6itcpCaVtH3mUDdCwYeuZ16fJqwP5efvPdO6gy-28WULnj2cn_K5qcXKvQeBvGajINg

      by Ji, Qiang; Luo, Jiawen and Marfatia, Hardik A.

      Journal Of Forecasting, Volume 41, Issue 2, pp. 383 - 404

      Journal Article : Full Text Online

      View Article PDF

    3. Volatility-of-Volatility Risk

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwhV1LSwMxEB6sgnjxLVZr6cGTErtNdjcJlEItLeqh1voo9bLsZhMqFiu2_n-TTbalFPW0MEwgTCbz2Hx8A3BOle9TKXX0C9IQ-ZIFKEl9haSUgjDFhOXZHrC7IX7os07LgWimDlaZ4QKzV3xdICVjWTWMJDpt6yanwDzruo-LcIsd96LuqgzKMH-6zHihtdDIasy0AhkN8yL5WPzhcgwmLrF0dqCXbylDVV9ZVIn9v7AEt855G__d_S5suyKz0rResQdr8mMfNnOM-wFc1keNl4lBwZkivF4dNdBEoRVhpf82fT-E5077qXWD3NQEJEjozVAaS66LCk6VFCHjhmwlDnwiw0RfV1FLhdLnEKsQaw0qA8VorJUEFixh3EsJOYZKWBPcsOR4AVM-TYwFsQrClHgxp4SLIni5HSPhuMTNSItxZEFjNFoxfREu5ks-LZHGX8pHmRnnmrkNi1DKTytyl20aYR10sA5EjJ_8tu4UtnSlwy0OpQTrs69veWbnP5ShQAfDMmw0u7f3r_p73e72-uXMyX4A5LzGIg

      by Shaliastovich, Ivan; Huang, Darien; Schlag, Christian and Thimme, Julian

      Journal Of Financial And Quantitative Analysis, Volume 54, Issue 6, pp. 2423 - 2452

      Journal Article : Full Text Online

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    1. Volatility : practical options theory

      https://find.library.duke.edu/catalog/DUKE99119270474608501

      by Adam S. Iqbal.

      Book : View Online

    2. Volatility trading

      https://find.library.duke.edu/catalog/DUKE99119509380608501

      Euan Sinclair.

      Book : View Online

    3. Volatility trading

      https://find.library.duke.edu/catalog/DUKE99119506455408501

      Euan Sinclair.

      Book : View Online

    See all 7,796 Books & Media results

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    1. White Fox

      https://library.duke.edu/sites/default/files/2024-03/white-fox.pdf

      He has always been the first to criticize me for my volatility. You have to be stronger, he said. You can’t be weak like this.

    2. WRDS Changes Access Methods

      https://sites.fuqua.duke.edu/fordlibrary/2009/08/27/wrds-changes-access-methods/

      These data sets are: Compustat Preliminary History Philadelphia Stock Exchange-Currency Options and Volatility Direct Marketing (...)

    3. Book Reviews: Devils and Quants

      https://sites.fuqua.duke.edu/fordlibrary/2010/07/29/book-reviews-devils-and-quants/

      Four math geniuses use arcane mathematical models and powerful computers to create a new financial system, which tames stock market (...)

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    1. When volatility becomes benign, 2000

      https://archives.lib.duke.edu/catalog/samuelsonpaul_aspace_ref1841_hip

      In: Paul A. Samuelson papers, 1933-2010 » Unpublished Writings, 1933-2009 » Stochastic Theory, Probability, and Expected Utility

    2. Portfolio Insurance and Market Volatility, 1988

      https://archives.lib.duke.edu/catalog/treynorjack_aspace_793f7ac0a88c9c28c7b87b1745efbae8

      Includes correspondence.

      In: Jack L. Treynor papers, 1928-2017, bulk 1956-2016 » Writings, 1956-2016

    3. Dynamics of Exchange Rate Volatility, 1986-1989

      https://archives.lib.duke.edu/catalog/nerloveml_aspace_009d3aecac4f3675092c199a2a211371

      In: Marc L. Nerlove papers, 1930-2014, bulk dates 1947-2014 » Writings, 1951-2007 » Articles, Book Chapters, and Other Writings, 1951-2005

    See results from 10 Collection Guides

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    Archival MaterialsSee all archival materials results »

    Manuscripts and archival materials

    1. Volatility asymmetry in high frequency data

      https://find.library.duke.edu/catalog/DUKE003404788

      by Julia Litvinova.

      Archival and manuscript material

      This item is currently Available University Archives, Library Service Center

    2. Stochastic volatility, the effective spread and trading activity

      https://find.library.duke.edu/catalog/DUKE003876161

      by Duy Tien Tran.

      Archival and manuscript material

      Check Holdings for this item's availability Library Service Center, University Archives

    3. Seasonal trends in futures market volatility : a P-GARCH approach

      https://find.library.duke.edu/catalog/DUKE002620692

      C. Alan Bester.

      Archival and manuscript material, Book

      This item is currently Available University Archives, 330 D877, 1999-BE c.1

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