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Stochastic volatility
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#	Item
221	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance
222	WP[removed]Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans af Martin Richter & Carsten Sørensen Add to Reading List Source URL: openarchive.cbs.dk Language: English - Date: 2011-09-08 07:51:20 Investment Options Financial markets Implied volatility Stochastic volatility Futures contract Volatility Convenience yield Theory of storage Mathematical finance Financial economics Finance
223	Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. Rubisov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:06 Investment Stochastic volatility Heston model Implied volatility Volatility smile Volatility Option Black–Karasinski model Local volatility Mathematical finance Financial economics Finance
224	Barra Europe Stochastic Factor Model (EURS1) The Barra Europe Stochastic Factor Model (EURS1) is the first in a family of statistical factor models from MSCI. It incorporates an advanced and innovative estimation process Add to Reading List Source URL: www.msci.com Language: English - Date: 2013-12-20 11:50:14 Mathematical finance Financial risk Actuarial science Investment RiskMetrics MSCI Hedge fund Volatility Stochastic modelling Financial economics Finance Economics
225	Microsoft Word - Connection_Summer2012.docx Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2012-07-20 06:01:57 Economics Volatility VIX Stochastic volatility Robert F. Engle Investment style Financial risk Financial market Volatility smile Mathematical finance Financial economics Finance
226	THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY[removed]The Cross-Section of Volatility and Expected Returns ANDREW ANG, ROBERT J. HODRICK, YUHANG XING, and XIAOYAN ZHANG∗ Add to Reading List Source URL: www0.gsb.columbia.edu Language: English - Date: 2014-07-29 20:34:26 Economics VIX Implied volatility Volatility Beta Capital asset pricing model Stochastic volatility Fama–French three-factor model Black–Scholes Mathematical finance Financial economics Finance
227	How Does Financial Globalization Affect Risk Sharing? Patterns and Channels Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-04-24 15:24:15 Mathematical finance Welfare economics Financial crises Dynamic stochastic general equilibrium Finance Globalization Economic growth Volatility Boom and bust Economics Macroeconomics New classical macroeconomics
228	THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY[removed]The Cross-Section of Volatility and Expected Returns ANDREW ANG, ROBERT J. HODRICK, YUHANG XING, and XIAOYAN ZHANG∗ Add to Reading List Source URL: www.efalken.com Language: English - Date: 2014-12-02 13:53:47 Economics VIX Implied volatility Volatility Beta Capital asset pricing model Stochastic volatility Fama–French three-factor model Black–Scholes Mathematical finance Financial economics Finance
229	Model Disagreement and Economic Outlook∗ Daniel Andrei† Bruce Carlin‡ Michael Hasler§ Add to Reading List Source URL: www.whartonwrds.com Language: English - Date: 2014-11-05 12:41:01 Financial system Stochastic volatility Volatility Mathematical finance Financial economics Finance
230	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences

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