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Stochastic volatility
Results: 470

#	Item
161	Robert F. Engle - Nobel Lecture Add to Reading List Source URL: www.nobelprize.org Language: English - Date: 2013-10-18 06:45:51 Options Economics Technical analysis Volatility Stochastic volatility Autoregressive conditional heteroskedasticity Robert F. Engle Black–Scholes Valuation of options Mathematical finance Financial economics Finance
162	Working Paper/Document de travail[removed]Financial Development and the Volatility of Income by Tiago Pinheiro, Francisco Rivadeneyra and Marc Teignier Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2013-01-30 10:47:18 New Keynesian economics Economic theories Corporate finance Financial accelerator Dynamic stochastic general equilibrium General equilibrium theory Volatility Financial crisis Economic model Macroeconomics Economics Business cycle
163	Dynamic Correlations in Symmetric Multivariate SV Models Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:38:31 Time series analysis Stochastic processes Covariance and correlation Stochastic volatility Autoregressive conditional heteroskedasticity Multivariate normal distribution Markov chain Gaussian process Volatility Statistics Mathematical finance Econometrics
164	DOCUMENT DE TRAVAIL N° 527 AN ARBITRAGE-FREE NELSON-SIEGEL TERM STRUCTURE MODEL WITH STOCHASTIC VOLATILITY FOR THE Add to Reading List Source URL: www.banque-france.fr Language: English - Date: 2014-12-09 04:32:07 Financial economics International finance Mathematical finance Interest rate parity Arbitrage Yield curve Forward exchange rate Stochastic volatility Exchange rate Economics Finance Foreign exchange market
165	Notes on the random walk model Add to Reading List Source URL: people.duke.edu Language: English - Date: 2014-11-04 11:38:29 Error Stochastic processes Summary statistics Standard deviation Random walk Forecasting Normal distribution Volatility Errors and residuals in statistics Statistics Data analysis Time series analysis
166	Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2013-04-23 11:00:52 Economics VIX Stochastic volatility Variance risk premium Equity premium puzzle Variance swap Volatility Valuation of options Option Mathematical finance Financial economics Finance
167	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
168	[removed]Reserve Bank of Australia RESEARCH DISCUSSION Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2010-01-17 19:17:02 Monetary policy Statistics Inflation Price indices Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Consumer price index Interest rate Economics Mathematical finance Macroeconomics
169 $Economics / Volatility / VIX / Copula / Autoregressive conditional heteroskedasticity / Financial risk modeling / Stochastic volatility / Markov switching multifractal / Mathematical finance / Statistics / Mathematical sciences$	Regime switches in the volatility and correlation of financial institutions Working Paper Research by K. Boudt, J. Daníelsson, S.J. Koopman and A. Lucas Add to Reading List Source URL: www.nbb.be Language: English - Date: 2012-10-09 06:32:37 Economics Volatility VIX Copula Autoregressive conditional heteroskedasticity Financial risk modeling Stochastic volatility Markov switching multifractal Mathematical finance Statistics Mathematical sciences
170	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

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