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| First Page | Document Content | |
|---|---|---|
 Economics Stochastic volatility VIX Volatility Capital asset pricing model Variance swap Linear regression Variance risk premium Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance |
| CREDIT SUISSE FIRST BOSTON CORPORATION Equity Research— Americas Industry: Thinking October 24, 1997 NI2854DocID: 1rrTu - View Document |
| No-arbitrage conditions and expected returns when assets have different β’s in up and down marketsDocID: 1rlUr - View Document |
| FINANCEcredit hours) Introduction to Investments Spring 2016 Professor: Office: Office Phone:DocID: 1rjC4 - View Document |
| Cash Flow, Consumption Risk and Cross Section of Stock Returns Zhi Da∗ First draft: Sep 10, 2004 This version: Jan 8, 2006DocID: 1riKQ - View Document |
| A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPRDocID: 1rfxg - View Document |