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Stochastic volatility
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#	Item
301	Managing Volatility Risk Innovation of Financial Derivatives, Stochastic Models and Their Analytical Implementation Chenxu Li Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-01-26 16:47:24 Finance Investment Timer Call VIX Black–Scholes Volatility Heston model Valuation of options Stochastic volatility Mathematical finance Financial economics Options
302	Bessel and Volatility-Stabilized Processes Irina Goia Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2009-06-03 13:45:05 Volatility Brownian motion Wiener process Cox–Ingersoll–Ross model Bessel process Statistics Stochastic processes Mathematical finance
303	A State-Dependent Model for Inflation Forecasting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2013-08-05 15:46:11 Mathematical finance Economic theories Monetary policy Phillips curve Natural rate of unemployment Inflation Stochastic volatility NAIRU Volatility Economics Unemployment Macroeconomics
304	PDF Document Add to Reading List Source URL: www.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
305	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing DSGE Models with Recursive Preferences and Stochastic Volatility Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-03-12 14:51:10 Mathematical finance Options Dynamic stochastic general equilibrium Macroeconomic model Stochastic volatility Perturbation theory Chebyshev polynomials General equilibrium theory Economic model Mathematical analysis Macroeconomics Mathematics
306	PDF Document Add to Reading List Source URL: www.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
307	Risk, Uncertainty and Asset Prices Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-09-26 14:22:40 Economics Financial ratios Options Stock market Equity premium puzzle Stochastic volatility Dividend yield P/E ratio Volatility Financial economics Mathematical finance Finance
308	News Shocks and Asset Price Volatility in a DSGE Model∗ Akito Matsumoto † Add to Reading List Source URL: gcoe.ier.hit-u.ac.jp Language: English - Date: 2009-12-21 20:32:40 New classical macroeconomics Dynamic stochastic general equilibrium Financial economics General equilibrium theory Volatility Mathematical finance Macroeconomics Economics
309	Aloui -submission Cass Business School- London 2010 Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:11 Finance Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Robert F. Engle Modern portfolio theory Financial contagion Volatility smile Mathematical finance Financial economics Economics
310	Excess Volatility Stephen F. LeRoy University of California, Santa Barbara November 5, 2005 It has been known for many years that stock prices frequently undergo big changes that do not coincide with commensurate changes Add to Reading List Source URL: www.econ.ucsb.edu Language: English - Date: 2006-05-31 15:19:45 Economics Volatility Equity premium puzzle Robert J. Shiller Implied volatility Stochastic volatility Financial economics Mathematical finance Finance

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