Volatility

Volatility is an open source memory forensics framework for incident response and malware analysis. It is written in Python and supports Microsoft… (More)
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Topic mentions per year

Topic mentions per year

1936-2017
0500100019362016

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Highly Cited
2011
Highly Cited
2011
In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihood-based framework… (More)
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Highly Cited
2007
Highly Cited
2007
The use of a conditionally unbiased, but imperfect, volatility proxy can lead to undesirable outcomes in standard methods for… (More)
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Highly Cited
2006
Highly Cited
2006
We examine the pricing of aggregate volatility risk in the cross-section of stock returns. Consistent with theory, we find that… (More)
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Highly Cited
2003
Highly Cited
2003
This paper shows that realised power variation and its extension called realised bipower variation that we introduce here is… (More)
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Highly Cited
2001
Highly Cited
2001
The availability of intra-day data on the prices of speculative assets means that we can use quadratic variation like measures of… (More)
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Highly Cited
1999
Highly Cited
1999
We provide a general framework for integration of high-frequency intraday data into the measurement, modeling, and forecasting of… (More)
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Highly Cited
1997
Highly Cited
1997
Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of… (More)
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Highly Cited
1996
Highly Cited
1996
Black and Scholes (1973) implied volatilities tend to be systematically related to the option’s exercise price and time to… (More)
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Highly Cited
1993
Highly Cited
1993
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org… (More)
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Highly Cited
1987
Highly Cited
1987
  • Kenneth R. French, G. William Schwert, Robert F. Stambaugh, William Schwert, Robert F. Starnbaugh
  • 1987
This paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market… (More)
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