Volatility

Results: 3279



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101Mathematical finance / Economy / Finance / Money / Technical analysis / Behavioral finance / Stock market / Market sentiment / VIX / Volatility / Beta / Exchange-traded fund

RFS Advance Access published November 13, 2014 The Sum of All FEARS Investor Sentiment and Asset Prices Zhi Da Mendoza College of Business, University of Notre Dame

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Source URL: www3.nd.edu

Language: English - Date: 2014-11-18 10:32:14
102Mathematical finance / Economics / Applied mathematics / Academia / Dynamic stochastic general equilibrium / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility

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

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2007-09-16 21:14:06
103Logistic regression / Prediction / Regression analysis / Volatility / Analysis / Applied mathematics

Summary of Analysis UCLA Department of Statistics Statistical Consulting Center Brigid Brett-Esborn, Mine C ¸ etinkaya, Masanao Yajima May 2009

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Source URL: scc.stat.ucla.edu

Language: English - Date: 2010-12-01 00:57:08
104Mathematical finance / Economy / Applied mathematics / Finance / Volatility / Autoregressive conditional heteroskedasticity / Big data / Risk

Credit Risk Architecture: Current Iteration Python (Credit Risk Model)

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Source URL: mmds-data.org

Language: English - Date: 2014-06-18 20:43:52
105Economy / Economics / Financial markets / Mathematical finance / Commodity / Spot contract / Food prices / Futures contract / Volatility / Arbitrage / Cash crop / Supply and demand

University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: (

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Source URL: www.economics.hawaii.edu

Language: English - Date: 2015-09-07 04:37:52
106Statistics / Time series analysis / Mathematical finance / Analysis / Technical analysis / Data analysis / Options / Autoregressive conditional heteroskedasticity / Stochastic volatility / Regression analysis / Volatility / Quantitative analyst

Quantitative Finance, Vol. 5, No. 2, April 2005, 153–168 Surprise volume and heteroskedasticity in equity market returns NIKLAS WAGNER*y and TERRY A. MARSHz§ yMunich University of Technology, Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2010-04-05 09:26:52
107Choice modelling / Utility

AJAE Appendix: ‘The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia’ March 29, 2013 Marc F. Bellemare Assistant Professor

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Source URL: marcfbellemare.com

Language: English - Date: 2013-03-30 12:32:12
108Chemistry / Gases / Chemical properties / Physical chemistry / Thermodynamic properties / Natural gas / Distillation / Gasoline / Reid vapor pressure / Ethanol fuel / Ethanol / D86

Seasonal Gasoline Volatility Classes Shipments From Origin Reid Vapor Pressure, D5191 1/ March 1 - September 15 DVPE using EPA formula 2/ September 16 – February 28 DVPE using D5191 formula

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Source URL: www.magellanlp.com

Language: English - Date: 2014-11-05 15:07:20
109Economy / Finance / Money / Debt / Financial ratios / Mathematical finance / Financial markets / Financial economics / Leverage / Volatility / Futures contract / Efficient-market hypothesis

Stochastic Market Efficiency Ole Peters Alexander Adamou SFI WORKING PAPER:

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Source URL: www.santafe.edu

Language: English - Date: 2013-06-06 13:23:29
110Economy / Actuarial science / Finance / Money / Insurance / Actuary / Society of Actuaries / Risk / Economic model / Life insurance / Statutory reserve / Actuarial credentialing and exams

Understanding the Volatility of Experience and Pricing Assumptions in Long-Term Care Insurance

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Source URL: www.soa.org

Language: English
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