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Stochastic volatility
Results: 470

#	Item
251	2015 Integrated Resource Plan Public Input Meeting 4 September 25-26, 2014 Agenda Add to Reading List Source URL: www.pacificorp.com Language: English - Date: 2014-10-07 01:07:35 Actuarial science Probability and statistics Finance Stochastic modelling Stochastic Volatility Economic model Statistical randomness Statistics Mathematical finance
252	3352 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 58, NO. 6, JUNE 2010 An Online Swallow Detection Algorithm Based on the Quadratic Variation of Dual-Axis Accelerometry Add to Reading List Source URL: www.ontariosciencecentre.ca Language: English - Date: 2015-01-04 00:13:18 Mathematics Stochastic volatility Volatility Algorithm Fast Fourier transform Dysphagia Mathematical finance Applied mathematics Financial economics
253	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Jumps in Bond Yields at Known Times Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-11-21 12:14:55 Investment Yield curve Volatility Bond valuation Stochastic volatility Mathematical finance Financial economics Finance
254	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Financial Frictions, Financial Shocks, and Aggregate Volatility Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-10-31 08:49:23 Mathematical finance New classical macroeconomics Corporate finance Financial accelerator Volatility Dynamic stochastic general equilibrium Great Moderation Inflation Monetary policy Macroeconomics Economics Business cycle
255	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Financial Frictions, Financial Shocks, and Aggregate Volatility Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-10-31 08:49:23 Mathematical finance New classical macroeconomics Corporate finance Financial accelerator Volatility Dynamic stochastic general equilibrium Great Moderation Inflation Monetary policy Macroeconomics Economics Business cycle
256	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Jumps in Bond Yields at Known Times Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-11-21 12:14:55 Investment Yield curve Volatility Bond valuation Stochastic volatility Mathematical finance Financial economics Finance
257	An Intertemporal CAPM with Stochastic Volatility John Y. Campbell, Stefano Giglio, Christopher Polk, and Robert Turley1 First draft: October 2011 This version: April 2014 Add to Reading List Source URL: scholar.harvard.edu Language: English - Date: 2014-04-22 10:40:31 Investment Volatility Stochastic volatility Beta Capital asset pricing model Intertemporal CAPM VIX Implied volatility Mathematical finance Financial economics Finance
258	Actuarial Review for Price Volatility Factor Methodology Add to Reading List Source URL: www.rma.usda.gov Language: English - Date: 2014-09-05 15:00:13 Finance Investment Volatility smile Implied volatility Volatility Stochastic volatility Black–Scholes Valuation of options Foreign-exchange option Mathematical finance Financial economics Options
259 $Finance / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Black–Scholes / Mathematical finance / Statistics / Financial economics$	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Solving asset pricing models with stochastic volatility Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-09-19 16:21:20 Finance Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Black–Scholes Mathematical finance Statistics Financial economics
260 $Finance / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Black–Scholes / Mathematical finance / Statistics / Financial economics$	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Solving asset pricing models with stochastic volatility Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-09-19 16:21:20 Finance Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Black–Scholes Mathematical finance Statistics Financial economics

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