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Volatility risk
Results: 760

#	Item
541	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-10-14 16:28:24 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
542	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: www.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
543	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
544	The Variance Risk Premium Around the World Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2011-12-02 14:17:04 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics
545	An Alternative Future Using Directional Strategies to Dampen Volatility Alpha A measure of performance on a risk-adjusted basis. Add to Reading List Source URL: www.investmentnews.com Language: English - Date: 2014-06-16 11:47:45 Economics Financial markets Long/short equity Private equity Hedge Financial risk Alternative investment Option Leverage Financial economics Finance Investment
546	BOX Penny Pilot Report: Penny Pilot Report 7 Table of Contents Chapter 1- Overview and Summary 1.1 Add to Reading List Source URL: boxexchange.com Language: English - Date: 2013-01-16 21:42:43 Finance Bid–offer spread Volatility IShares Russell VIX Financial risk Mathematical finance Financial economics Investment
547	Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage Add to Reading List Source URL: www.occ.gov Language: English - Date: 2014-09-07 08:45:45 Finance Investment Stock market Arbitrage Futures contract Volatility Index arbitrage Day trading Risk-neutral measure Financial economics Financial markets Mathematical finance
548	EIA Energy Conferences & Presentations, April 6, 2010 Session 4: “Short-Term Energy Prices — What Drivers Matter Most?” Speakers: Howard K. Gruenspecht, EIA David M. Arseneau, Federal Reserve Board Add to Reading List Source URL: www.eia.gov Language: English - Date: 2010-07-07 11:33:57 Finance Financial economics Volatility Inflation Energy market Futures contract Financial risk Energy crisis Volatility smile Economics Mathematical finance Technical analysis
549	An EDHEC-Risk Institute Publication The Local Volatility Factor for Asian Stock Markets August 2013 Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2013-09-19 09:50:37 Investment VIX Volatility Implied volatility Local volatility Equity premium puzzle Stock market index Chicago Board Options Exchange Financial risk Financial economics Mathematical finance Finance
550	Credit Derivatives and the Default Risk of Large Complex Financial Institutions Giovanni Calice1 1 Christos Ioannidis2 Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2010-10-25 14:48:59 Mathematical finance Merton Model Credit default swap Financial risk Economics Volatility Derivative Corporate bond Credit risk Financial economics Finance United States housing bubble

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