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Stochastic volatility
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151	TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Options Investment Stochastic volatility Volatility smile Implied volatility Volatility Heston model Black–Scholes Local volatility Mathematical finance Financial economics Finance
152 $Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Markov chain / Normal distribution / Maximum likelihood / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$	Portfolio Single Index (PSI) Multivariate Volatility Models Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:38:49 Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Markov chain Normal distribution Maximum likelihood Markov switching multifractal Statistics Mathematical finance Mathematical sciences
153	Working paper No. 7 March 2015 Market Power Dynamics and Price Volatility in Markets Add to Reading List Source URL: www.fp7-ulysses.eu Language: English - Date: 2015-03-14 00:25:24 Financial economics Volatility Autoregressive conditional heteroskedasticity Economic model Industrial organization Stochastic volatility Robert F. Engle Mathematical finance Economics Statistics
154	Asymmetry and Leverage in Stochastic Volatility Models: An Exposition Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:38:39 Economics Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Leverage Mathematical finance Financial economics Finance
155	Volatility Risk Premia and Exchange Rate Predictability y Pasquale DELLA CORTE Tarun RAMADORAI Lucio SARNO Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2013-10-24 23:21:58 Investment Implied volatility VIX Volatility Variance swap Stochastic volatility Foreign-exchange option Black–Scholes Hedge Mathematical finance Financial economics Finance
156	The Society for Financial Econometrics Third Annual Conference at The University of Melbourne June 16, 17, 18, 2010 Wednesday, June 16th 1:00pm Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-05-02 01:07:19 Finance Eric Ghysels Robert F. Engle Volatility Hedge fund Implied volatility Stochastic volatility Mixed data sampling Financial economics Mathematical finance Economics
157	Microsoft Word - WP No.15_2011.doc Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-09-14 03:30:32 Mathematical finance Technical analysis Volatility Economic model Gross domestic product Real estate bubble Stochastic differential equation Subprime mortgage crisis Normal distribution Statistics Economics Economic bubbles
158	20071001_20080530_nLimitOrderIntraday.eps Add to Reading List Source URL: arxiv.org Language: English - Date: 2013-12-21 04:38:54 Economics Statistical mechanics Heterodox economics Stochastic processes Econophysics Stylized fact Volatility Financial Correlations Power law Mathematical finance Statistics Science
159	Subject Information Guide Stochastic methods in finance STAT920 Semester 1, 2014 Administration and contact details Host Department Host Institution Add to Reading List Source URL: research.amsi.org.au Language: English - Date: 2014-08-18 08:36:10 Mathematical finance Economic model Martingale Wiener process Time series Volatility Statistics Martingale theory Stochastic processes
160 $Economics / Volatility / Autoregressive conditional heteroskedasticity / News analytics / Black–Scholes / Markov chain / Economic model / Stochastic volatility / Markov switching multifractal / Mathematical finance / Statistics / Financial economics$	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 News Sentiment And States of Stock Return Volatility: Evidence from Long Memory and Discrete Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:28 Economics Volatility Autoregressive conditional heteroskedasticity News analytics Black–Scholes Markov chain Economic model Stochastic volatility Markov switching multifractal Mathematical finance Statistics Financial economics

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