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Volatility risk
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431	ActAlUK0010591982_FR0010191171 Add to Reading List Source URL: www.ccr-am.com Language: English - Date: 2014-12-02 11:03:24 Economics Mathematical finance Financial services Financial ratios Financial risk Collective investment scheme Beta Sharpe ratio Volatility Financial economics Finance Investment
432	Microsoft Word - New Simulation Methodology Benchnote.docx Add to Reading List Source URL: www.msci.com Language: English - Date: 2011-02-04 02:06:38 Normal distribution Actuarial science Financial risk RiskMetrics Log-normal distribution Autoregressive conditional heteroskedasticity Fat-tailed distribution Monte Carlo method Volatility Statistics Probability and statistics Mathematical finance
433	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stock Return Predictability and Variance Risk Premia: Statistical Inference and Inte Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2012-04-05 11:04:03 Econometrics Actuarial science Time series analysis Variance risk premium Variance Bootstrapping Linear regression Volatility Standard deviation Statistics Mathematical finance Data analysis
434	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2010-09-07 12:27:28 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
435	How does stock market volatility react to oil shocks? Andrea Bastianin University of Milan and FEEM Matteo Manera University of Milan-Bicocca and FEEM Add to Reading List Source URL: ageconsearch.umn.edu Language: English - Date: 2015-01-16 09:06:35 Technical analysis Volatility Shock Peak oil Inflation Supply and demand Price of petroleum Financial risk Energy crisis Economics Mathematical finance Environmental economics
436	Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities Alexander David Board of Governors of the Federal Reserve System Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2001-09-12 18:02:00 Options Investment Stochastic volatility Volatility Implied volatility Black–Scholes Financial risk Local volatility VIX Mathematical finance Financial economics Finance
437	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Specification Analysis of Structural Credit Risk Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-11-17 14:39:00 Economics Merton Model Credit default swap Black–Scholes Option Derivative Autoregressive conditional heteroskedasticity Volatility Model risk Financial economics Mathematical finance Finance
438	Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2004-10-19 14:57:15 Investment Implied volatility Volatility Stochastic volatility VIX Variance swap Realized variance Black–Scholes Option Mathematical finance Financial economics Finance
439	The Variance Risk Premium Around the World Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-05-09 13:48:18 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics
440	Microsoft Word - paper02.doc Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2007-10-29 09:52:23 Investment Stochastic volatility Implied volatility Interest rate cap and floor Volatility Yield curve Financial risk Capital asset pricing model Insurance Financial economics Mathematical finance Finance

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