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Stochastic volatility
Results: 470

#	Item
271	PDF Document Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2012-03-14 14:11:14 Stochastic volatility Autoregressive conditional heteroskedasticity Vector autoregression Normal distribution Markov chain Variance Statistics Mathematical finance Volatility
272	PDF Document Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2012-09-20 12:09:21 Economics Financial economics Options Technical analysis Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Time series Macroeconomic model Mathematical finance Statistics Time series analysis
273	Uncertainty shocks, asset supply and pricing over the business cycle∗ Francesco Bianchi Duke Cosmin Ilut Add to Reading List Source URL: chicagofed.org Language: English - Date: 2013-04-05 11:49:28 Finance Capital Cost of capital Capital structure Derivative Stochastic volatility Corporate finance Financial economics Microeconomics
274	Asset Return Dynamics under Habits and Bad-environment-Good Environment Fundamentals ∗ Geert Bekaert Columbia University and NBER Eric Engstrom Federal Reserve Board of Governors† Add to Reading List Source URL: chicagofed.org Language: English - Date: 2013-03-25 11:11:09 Mathematical finance Financial markets Actuarial science Data analysis Normal distribution Variance risk premium Equity premium puzzle Stochastic volatility Risk premium Statistics Financial economics Economics
275	Estimating the Intertemporal Risk-Return Tradeoﬀ Using the Implied Cost of Capital ˇ Luboˇ s P´astor Meenakshi Sinha Add to Reading List Source URL: www.lsvasset.com Language: English - Date: 2008-04-07 14:27:41 Finance Stochastic volatility Volatility Variance Implied volatility Capital asset pricing model Autoregressive conditional heteroskedasticity Normal distribution Rate of return Mathematical finance Financial economics Statistics
276	Dealing with Stochastic Volatility in Time Series Using the R Package stochvol Gregor Kastner WU Vienna University of Economics and Business Abstract Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-10-16 17:02:58 Bayesian statistics Options Normal distribution Volatility Stochastic volatility Markov chain Monte Carlo Hyperparameter Autoregressive conditional heteroskedasticity Markov chain Statistics Mathematical finance Markov models
277	A free/open-source library for quantitative finance R/QuantLib Integration Klaus Spanderen, R/Finance 2013 The QuantLib Project Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-24 07:38:04 Finance Software Local volatility Stochastic volatility QuantLib Implied volatility Black–Scholes SWIG Volatility smile Mathematical finance Financial economics Options
278	Domokos Vermes and Min Zhao WPI Financial Mathematics Laboratory Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2011-05-19 21:22:26 Finance Investment Stochastic volatility Volatility smile Volatility Implied volatility Mathematical optimization Mathematical finance Financial economics Options
279	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 600 First version: December 1997 Revised version: September 1998 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-05-01 19:07:32 Finance Investment Stochastic volatility Volatility Black–Scholes Rainbow option Foreign-exchange option Valuation of options Financial risk Financial economics Options Mathematical finance
280	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Investment VIX Implied volatility Volatility Variance swap Chicago Board Options Exchange Black–Scholes Stochastic volatility Mathematical finance Financial economics Finance

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