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Stochastic volatility
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91	COPYRIGHT NOTICE: Stephen J. Taylor: Asset Price Dynamics, Volatility, and Prediction is published by Princeton University Press and copyrighted, © 2005, by Princeton University Press. All rights reserved. No part of th Add to Reading List Source URL: press.princeton.edu Language: English - Date: 2005-09-08 10:20:28 Economics Volatility Stochastic volatility VIX Option Black–Scholes Futures contract Valuation of options Financial risk Mathematical finance Financial economics Finance
92	Temporal Aggregation of Equity Return Time-Series Models Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:48:36 Autoregressive conditional heteroskedasticity Econometrics Time series analysis Markov models Stable distribution Stochastic volatility Economic model Log-normal distribution Normal distribution Statistics Probability and statistics Mathematical finance
93	Semiparametric Regression Analysis of Longitudinal Data Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2006-05-18 21:59:07 Statistics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Local volatility Volatility smile Mathematical finance Financial economics Finance
94	Pricing options by simulation using realized volatility Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 21:49:36 Economics Volatility Stochastic volatility Autoregressive conditional heteroskedasticity Black–Scholes Realized variance Realized kernel Implied volatility VIX Mathematical finance Financial economics Finance
95	Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:38:20 Mathematical finance Mathematical sciences Volatility Estimator Mean squared error Realized kernel Stochastic volatility Statistics Estimation theory Statistical inference
96 $Statistics / Volatility / Autoregressive conditional heteroskedasticity / Beta / Futures contract / Stochastic volatility / Markov switching multifractal / Mathematical finance / Financial economics / Finance$	Have Aluminium And Copper Futures Markets Become More Volatile Over Time? Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 19:03:42 Statistics Volatility Autoregressive conditional heteroskedasticity Beta Futures contract Stochastic volatility Markov switching multifractal Mathematical finance Financial economics Finance
97	Stochastic Volatility with Long�Range Dependence Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:47:44 Options Stochastic differential equations Stochastic calculus Volatility Stochastic volatility Gaussian process Normal distribution Black–Scholes Long-range dependency Statistics Stochastic processes Mathematical finance
98	Microsoft Word - simmod_paper11.doc 21.doc Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:44 Technical analysis Economics Econometrics Time series analysis Autoregressive conditional heteroskedasticity Volatility clustering Stochastic volatility Volatility Time series Mathematical finance Statistics Financial economics
99	Proceedings of the 2005 International Conference on Simulation and Modelling V. Kachitvichyanakul, U. Purintrapiban, and P. Uthayopas, eds. MODELLING AND FORECASTING DYNAMIC VAR THRESHOLDS FOR RISK MANAGEMENT AND REGULAT Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:01:18 Financial risk Economics Mathematical sciences Econometrics Autoregressive conditional heteroskedasticity Time series analysis RiskMetrics Stochastic volatility Value at risk Statistics Mathematical finance Actuarial science
100	Hong Kong University of Science and Technology Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2009-02-03 23:13:22 Statistics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Local volatility Volatility smile Mathematical finance Financial economics Finance

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