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Stochastic volatility
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311	JWBK021-01 JWBK021-Poon March 15, 2005 Add to Reading List Source URL: media.wiley.com Language: English - Date: 2007-10-05 12:38:12 Technical analysis Mathematical sciences Volatility Sharpe ratio Standard deviation Autoregressive conditional heteroskedasticity Implied volatility Stochastic volatility Statistics Mathematical finance Financial economics
312	Time Varying Structural Vector Autoregressions and Monetary Policy Giorgio E. Primiceri∗ Northwestern University First draft: April 2002 This version: July 2004 Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2004-07-23 12:55:00 Data analysis Covariance and correlation Mathematical finance Vector autoregression Variance Covariance matrix Autoregressive conditional heteroskedasticity Heteroscedasticity Stochastic volatility Statistics Econometrics Time series analysis
313	Oil Price Uncertainty in a Small Open Economy; IMF and CRBT Conference; Istanbul, Turkey; April 6-7, 2012 Add to Reading List Source URL: www.imf.org Language: English - Date: 2012-04-13 16:21:42 Finance Pricing Futures contract Volatility Petroleum Stochastic volatility Price of petroleum Mathematical finance Financial economics Matter
314	THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2007-09-16 21:14:06 Econometrics Time series analysis Macroeconomics Dynamic stochastic general equilibrium Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Vector autoregression Unit root Statistics Mathematical finance Economics
315	Conference on “Policy Responses to Commodity Price Movements”; hosted by the CBRT; Istanbul; April 6-7, 2012 Add to Reading List Source URL: www.imf.org Language: English - Date: 2012-04-03 14:56:40 Shock Volatility Stochastic volatility Dynamic stochastic general equilibrium Tradable sector General equilibrium theory Tradability Economics Mathematical finance Macroeconomics
316	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-09-01 13:13:06 Financial economics Mathematical sciences Black–Scholes Heston model Stochastic volatility Partial differential equation Volatility Normal distribution Feynman–Kac formula Statistics Mathematical finance Stochastic processes
317	Real-Time Density Forecasts from BVARs with Stochastic Volatility Todd E. Clark Federal Reserve Bank of Kansas City [removed] Add to Reading List Source URL: epp.eurostat.ec.europa.eu
318	Statistical Methods for Stochastic Differential Equations Mathieu Kessler & Alexander Lindner Add to Reading List Source URL: www.tu-braunschweig.de Language: English - Date: 2012-03-13 06:08:45 Martingale theory Options Statistical inference Quadratic variation Wiener process Stochastic volatility Girsanov theorem Semimartingale Estimator Statistics Stochastic processes Mathematical finance
319	Microsoft Word - Program cover page portrait with logos _FINAL_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Business cycle Great Moderation Econometrics Statistics Volatility Economic indicator Macroeconomic model Stochastic volatility Autoregressive conditional heteroskedasticity Macroeconomics Mathematical finance Economics
320	Microsoft Word - Koopman_cover _KEYNOTE_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Markov models Econometrics Stochastic processes Time series Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Kalman filter Markov chain Statistics Time series analysis Mathematical finance

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