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Realized variance
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21	The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market Add to Reading List Source URL: edz.bib.uni-mannheim.de Language: English - Date: 2014-01-31 05:28:19 Late-2000s financial crisis European sovereign debt crisis Data analysis Euro Covariance Variance Bond Economics European Union Economic history
22	Realizing the future with R, C, and Java: A multi-language environment and GUI for high-frequency based volatility modeling R/Finance, May 17/18, 2013 Chris Blakely Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-18 15:41:40 Volatility Mathematical sciences Realized variance Swing Forecasting Mathematical finance Computing Statistics
23	Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2007-10-31 15:44:50 Mathematical sciences Statistical theory Estimation theory Realized kernel Realized variance Volatility Estimator Stochastic volatility Consistent estimator Mathematical finance Statistics Statistical inference
24	Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2009-10-20 14:40:32 Mathematical sciences Estimation theory Statistical theory Realized variance Realized kernel Options Volatility Estimator Normal distribution Mathematical finance Statistics Statistical inference
25	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-10-14 16:28:24 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
26	The Variance Risk Premium Around the World Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2011-12-02 14:17:04 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics
27	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics VIX Volatility Variance Stochastic volatility Realized variance Autoregressive conditional heteroskedasticity Explained variation Equity premium puzzle Mathematical finance Statistics Financial economics
28	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2004-10-19 14:57:15 Investment Implied volatility Volatility Stochastic volatility VIX Variance swap Realized variance Black–Scholes Option Mathematical finance Financial economics Finance
29	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-09-07 12:27:28 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
30	Cyclical Volatility for FX Add to Reading List Source URL: www.efm.bris.ac.uk Language: English - Date: 2012-02-17 10:07:07 Economics Stochastic volatility Realized variance Volatility Autoregressive conditional heteroskedasticity Time series VIX Mathematical finance Financial economics Finance

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