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Stochastic volatility
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101	Proceedings of the 2005 International Conference on Simulation and Modeling V. Kachitvichyanukul, U. Purintrapiban, P. Utayopas, eds. 1 MODELING FINANCIAL DATA Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:20 Covariance and correlation Regression analysis Stochastic processes Normal distribution Long-range dependency Volatility Stochastic volatility Time series CIR process Statistics Time series analysis Mathematical finance
102	Microsoft Word - JSS_Omori_19_June_09.doc Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2009-06-08 03:42:32 Financial economics Stochastic volatility Volatility Time series Markov chain Stochastic Univariate Implied volatility Mathematical finance Statistics Finance
103	PDF Document Add to Reading List Source URL: www.bumbamukherjee.com Language: English - Date: 2012-11-11 18:20:21 Economics Volatility Autoregressive conditional heteroskedasticity Dow Jones Industrial Average Futures contract Stochastic volatility Mathematical finance Financial economics Finance
104	Would Some Model Please Give Me Some Hints? An Empirical Investigation on Monetary Policy and Asset Return Dynamics Kuang-Liang Chang, Nan-Kuang Chen, and Charles Ka Yui Leung ∗ Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-10-04 05:45:52 Finance Inflation Volatility Subprime mortgage crisis Monetary policy Economic model Robert J. Shiller Markov chain Stochastic volatility Financial economics Economics Mathematical finance
105	8th Annual Society for Financial Econometrics (SoFiE) Pre-Conference June 23, 2015 PRELIMINARY PROGRAM Tuesday - June 23, 2015 8:00-9:00 am Add to Reading List Source URL: creates.au.dk Language: English - Date: 2015-05-04 02:42:26 Finance Stochastic volatility Robert F. Engle Implied volatility Volatility Eric Ghysels Neil Shephard Autoregressive conditional heteroskedasticity Beta Mathematical finance Financial economics Economics
106 $Markov processes / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Stochastic volatility / Markov chain / Stochastic differential equation / Markov switching multifractal / Statistics / Markov models / Mathematical finance$	Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper Add to Reading List Source URL: econ.au.dk Language: English - Date: 2015-02-02 02:48:44 Markov processes Autoregressive conditional heteroskedasticity Econometrics Time series analysis Stochastic volatility Markov chain Stochastic differential equation Markov switching multifractal Statistics Markov models Mathematical finance
107	Oil Volatility Risk and Expected Stock Returns Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business Aarhus University Add to Reading List Source URL: econ.au.dk Language: English - Date: 2015-01-29 07:00:27 Investment Volatility Implied volatility VIX Futures contract Stochastic volatility Market risk Beta Financial risk Mathematical finance Financial economics Finance
108	Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen Add to Reading List Source URL: files.nyu.edu Language: English - Date: 2013-05-21 22:12:49 Consumer theory Options Elasticity Shock Economic model Stochastic volatility Price elasticity of demand Log-normal distribution Income elasticity of demand Economics Mathematical finance Demand
109	HAROON MUMTAZ FRANCESCO ZANETTI The Impact of the Volatility of Monetary Policy Shocks This paper studies the impact of the volatility of monetary policy using a Add to Reading List Source URL: users.ox.ac.uk Language: English - Date: 2013-12-20 16:42:34 Mathematical finance Econometrics Time series analysis New classical macroeconomics Volatility Dynamic stochastic general equilibrium Vector autoregression Stochastic volatility Macroeconomic model Economics Macroeconomics Statistics
110	PDF Document Add to Reading List Source URL: www.icms.polyu.edu.hk Language: English - Date: 2012-12-14 04:30:33 Finance Stochastic processes Options Stochastic volatility Black–Scholes Stochastic differential equation Heston model Quantitative analyst Volatility Mathematical finance Financial economics Statistics

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