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Realized variance
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#	Item
31	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
32	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
33	The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-01-28 08:05:40 Late-2000s financial crisis European sovereign debt crisis Data analysis Euro Covariance Variance Bond Economics European Union Economic history
34 $Statistics / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Realized variance / Time series / Markov switching multifractal / Mathematical finance / Financial economics / Finance$	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
35	The VIX, the variance rremium and stock market volatility Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-05-14 08:46:59 Economics VIX Variance risk premium Volatility Variance swap Implied volatility Realized variance Autoregressive conditional heteroskedasticity Variance Mathematical finance Finance Financial economics
36	Realized and implied index skews, jumps, and the failure of the minimum-variance hedging Artur Sepp Enterprise Capital Management - Quantitative Solutions Group Bank of America Merrill Lynch, London [removed] Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-05-22 03:09:14 Statistics VIX Volatility Stochastic volatility Beta Log-normal distribution Mathematical finance Financial economics Finance
37	An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction Costs Artur Sepp Bank of America Merrill Lynch [removed] Add to Reading List Source URL: math.ut.ee Language: English - Date: 2010-05-14 02:48:08 Investment Implied volatility Volatility Black–Scholes VIX Hedge Realized variance Option Mathematical finance Financial economics Finance

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