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Stochastic volatility
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11	This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2012-11-21 09:27:55 Statistics Economy Finance Mathematical finance Time series analysis Regression analysis Credit default swap index ITraxx Technical analysis Market risk Stochastic volatility Credit default swap
12	Cross-sectional Dependence in Idiosyncratic Volatility∗ Ilze Kalnina† Kokouvi Tewou‡ First version: February 25, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:17:17 Statistics Estimation theory Statistical theory Mathematical finance Statistical inference Technical analysis Volatility Consistent estimator Stochastic volatility Efficiency Estimator
13	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option
14	Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2009-12-08 11:44:02 Economy Mathematical finance Finance Money Economic equilibrium Portfolio optimization General equilibrium theory Mathematical optimization Risk premium Financial risk Incomplete markets Stochastic volatility
15	Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:17 Mathematical finance Options Economy Finance Money Volatility Implied volatility Stochastic volatility BlackScholes model Beta Market risk Moneyness
16	Penn Institute for Economic Research Department of Economics University of Pennsylvania 3718 Locust Walk Philadelphia, PA Add to Reading List Source URL: economics.sas.upenn.edu Language: English - Date: 2013-07-01 13:29:16 Mathematical finance Options Applied mathematics Statistics Technical analysis Economy Stochastic volatility Markov models Volatility Autoregressive conditional heteroskedasticity Economic model Markov chain
17	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: www.econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance Economy Finance Money BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility
18	Structural Dynamic Analysis of Systematic Risk Laurent Calvet, Veronika Czellar and Christian Gouri´ eroux∗ First version: August 2014 This version: December 27, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:16:55 Mathematical finance Finance Money Applied mathematics Volatility Stochastic volatility Beta Capital asset pricing model
19	sfi:practitioner roundups Academic Insights on Finance Matters for the General Public Summer 2016 Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2016-06-15 04:03:08 Mathematical finance Finance Money Economy Financial economics Technical analysis Investment Banking Variance swap Volatility VIX Stochastic volatility
20	Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-07 23:59:23 Mathematical finance Statistics Applied mathematics Probability Volatility Stochastic volatility Implied volatility Realized variance Fractional Brownian motion Normal distribution

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