Stochastic volatility

Results: 470



#Item
261Options / Finance / Stochastic processes / Volatility / Stochastic volatility / Heston model / Black–Scholes / Geometric Brownian motion / Supply and demand / Mathematical finance / Financial economics / Economics

C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps

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Source URL: acetool.commerce.gov

Language: English - Date: 2014-09-29 12:02:21
262Volatility / Economics / Stochastic volatility / Tax / Tobin tax / Mathematical finance / Finance / Financial economics

Fiscal Volatility Shocks and Economic Activity

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Source URL: www.philadelphiafed.org

Language: English - Date: 2012-01-06 09:14:17
263Mathematical finance / New Keynesian economics / Options / Dynamic stochastic general equilibrium / Macroeconomic model / Stochastic volatility / Volatility / Lucas critique / Economic model / Macroeconomics / Economics / New classical macroeconomics

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting

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Source URL: www.philadelphiafed.org

Language: English - Date: 2010-04-29 13:57:33
264New classical macroeconomics / Mathematical finance / Corporate finance / Financial accelerator / Inflation / Volatility / Real business cycle theory / Dynamic stochastic general equilibrium / Great Moderation / Macroeconomics / Economics / Business cycle

Dynare Working Papers Series http://www.dynare.org/wp/ Financial Frictions, Financial Shocks, and Aggregate Volatility

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Source URL: www.dynare.org

Language: English - Date: 2012-12-19 08:29:07
265Autoregressive conditional heteroskedasticity / Time series analysis / Technical analysis / Economic model / Volatility / Normal distribution / Variance / Markov switching multifractal / Stochastic volatility / Statistics / Econometrics / Mathematical finance

C:/Paper2/CodigoFonte/FearHopeII.dvi

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Source URL: www.ufrgs.br

Language: English - Date: 2005-07-12 14:59:02
266Stochastic processes / Evolutionary biology / Data analysis / Evolution / Random walk / Punctuated equilibrium / Variance / Volatility / Statistics / Biology / Mathematical finance

Evolutionary Patterns in Fossil Lineages Gene Hunt Department of Paleobiology National Museum of Natural History

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Source URL: www.paleosoc.org

Language: English - Date: 2010-12-19 20:46:59
267Finance / Stochastic volatility / Volatility / Economic model / National Income and Product Accounts / Shock / Mathematical finance / Economics / Financial economics

Dynare Working Papers Series http://www.dynare.org/wp/ Risk Matters: A Comment Benjamin Born

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Source URL: www.dynare.org

Language: English - Date: 2014-05-06 10:26:09
268Monetary policy / Inflation / Options / Interest rate / Economic indicator / Stochastic volatility / Volatility / Macroeconomic model / Monetary inflation / Economics / Mathematical finance / Macroeconomics

Decomposing the Declining Volatility of Long-Term Inflation Expectations

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Source URL: kansascityfed.org

Language: English - Date: 2010-07-22 17:19:27
269Inflation / Financial economics / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Real interest rate / Vasicek model / Yield curve / Volatility / Economics / Mathematical finance / Interest rates

PDF Document

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Source URL: clevelandfed.org

Language: English - Date: 2008-11-21 12:42:38
270Finance / Black–Scholes / Stochastic volatility / Variance / Implied volatility / Mathematical optimization / Volatility / Mathematical finance / Financial economics / Statistics

Package ‘NMOF’ November 5, 2014 Type Package Title Numerical Methods and Optimization in Finance Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-11-05 07:33:05
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