Global Equity Derivatives Research Harvesting volatility risk premium as volatility starts to turn 25 September 2015

Source URL: www.cboe.com

August 22, 2014 Shocks to Order Flow Volatility and Stock Returns Tarun Chordia∗ Jianfeng Hu∗∗ Avanidhar Subrahmanyam∗∗∗

Source URL: www.anderson.ucla.edu

K2 Global High Alpha Fund Quarterly Report - 30 June 2014 Record global stimulus, dovish central banks, falling bond yields and an unprecedented period of low volatility have been tail winds to global equity markets over

Source URL: www.k2am.com

Optimal Volatility Matrix Estimation for High Dimensional Diffusions With Noise Contamination Minjing Tao and Yazhen Wang University of Wisconsin-Madison Harrison H. Zhou Yale University

Source URL: www.stat.yale.edu

China’s Capital and “Hot” Money Flows: An Empirical Investigation Tao Cai Sun Yat-sen University and Vinh Q. T. Dang

Source URL: www.hkimr.org

• Economy
• Mathematical finance
• Capital control
• Foreign direct investment
• Monetary policy
• Protectionism
• Volatility
• Renminbi

From Volatility to Value: Analysing and Managing Financial and Performance Risk in Energy Savings Projects

Source URL: evanmills.lbl.gov

Reprinted with permission from– Sept/Oct 2013 The Volatility of Volatility “In the long run, we may all be dead, as Keynes suggested, but we need to make sure that the

Source URL: www.alphasimplex.com

Monkey or Tai Chi Master? Dealing With Market Volatility October 22, 2014 | posted in Huff Post Money By Jonathan DeYoe The practice of "mindfulness" obliges us to see reality for what it actually IS, not what we want i

Source URL: www.deyoewealthmanagement.com

Implied Volatility as a Return Source CBOE European RMC SEPTEMBER 2015

Source URL: www.cboe.com

Stefan Mittnik, Nikolay Robinzonov and Martin Spindler Boosting the Anatomy of Volatility Working Paper Number 06, 2012 Center for Quantitative Risk Analysis (CEQURA)

Source URL: www.cequra.uni-muenchen.de