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Conditional variance
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181	MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Financial economics Variance swap Volatility Normal distribution Log-normal distribution Realized variance Stochastic volatility Conditional variance swap Ornstein–Uhlenbeck process Statistics Mathematical finance Finance
182	Best Practice Budgeting White Paper, March 2014 Disclaimer: This publication has been carefully prepared, but it has been written in general terms only. The publication Add to Reading List Source URL: www.barnesmossman.co.nz Language: English - Date: 2014-03-04 20:33:27 Corporate finance Business Spreadsheet Finance Activity-based costing Variance Public administration Conditional budgeting Performance-based budgeting Budgets Management accounting Management
183	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
184	Asset allocation by penalized least squares Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-02-02 11:17:54 Econometrics Investment Regression analysis Estimation theory Autoregressive conditional heteroskedasticity Least squares Variance Asset allocation Estimator Statistics Economics Financial economics
185	Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-13 08:28:00 Kurtosis Skewness Data analysis Normal distribution Quantile Exponential distribution Autoregressive conditional heteroskedasticity Variance Sample maximum and minimum Statistics Summary statistics Probability theory
186	OPTIMAL HEDGING OF VARIANCE DERIVATIVES JOHN CROSBY Abstract. We examine the optimal hedging of derivatives written on realised variance, focussing principally on variance swaps (but, en route, also considering skewness Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2012-05-11 11:12:47 Mathematical finance Banking Variance swap Forward contract Hedge Autoregressive conditional heteroskedasticity Finance Financial economics Economics
187	1 Lecture #12 Lecture 12 Objectives: Add to Reading List Source URL: puccini.che.pitt.edu Language: English - Date: 2013-10-07 14:58:48 Expected value Entropy Conditional probability Moment Probability distribution Normal distribution Joint probability distribution Variance Mean Statistics Probability theory Probability and statistics
188	Sensitivity analysis of volatility: a new tool for risk management Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:05 Financial risk Financial economics Mathematical finance Data analysis Autoregressive conditional heteroskedasticity Time series analysis Variance Diversification Sensitivity analysis Statistics Econometrics Economics
189 $Statistics / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Realized variance / Time series / Markov switching multifractal / Mathematical finance / Financial economics / Finance$	M PRA Munich Personal RePEc Archive Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2013-02-11 17:57:22 Statistics Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Realized variance Time series Markov switching multifractal Mathematical finance Financial economics Finance
190	doi:[removed]j.tpb[removed] Add to Reading List Source URL: www.collective-behavior.com Language: English - Date: 2014-06-04 01:02:11 Regression analysis Statistical models Statistical theory Maximum likelihood Variance Linear regression Economic model Autoregressive conditional heteroskedasticity Mathematical model Statistics Estimation theory Econometrics

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