QML inference for volatility models with covariates Christian Francq 1 2

Source URL: papersjds15.sfds.asso.fr

After The Fall - The Impact of Oil Price Volatility on Petrochemical Markets Tecnon OrbiChem Marketing Seminar at APIC 2015 Seoul, 7 MayDr Charles Fryer

Source URL: www.apic2015.com

Policy Volatility, Institutions and Economic Growth Antonio Fat´ as and Ilian Mihov∗ INSEAD and CEPR

Source URL: faculty.insead.edu

• Public finance
• Welfare economics
• Technical analysis
• Volatility
• Monetary policy
• Inflation
• Economic growth
• Fiscal policy
• Interest rate
• Macroeconomics
• Economics
• Mathematical finance

Microsoft Word - Endpage 037.doc

Source URL: www.wiwiss.fu-berlin.de

• Markov chain
• Vector autoregression
• Volatility
• Value at risk
• Stock market
• Share price
• Statistics
• Mathematical finance
• Mathematical sciences

Trade Openness and Volatility∗ Julian di Giovanni International Monetary Fund Andrei A. Levchenko University of Chicago GSB &

Source URL: alevchenko.com

• Technical analysis
• Volatility
• Finance
• Welfare economics
• Macroeconomic model
• Economic growth
• Tobin tax
• Mathematical finance
• Macroeconomics
• Economics

On the link between volatility and growth Olaf Posch(a) and Klaus W¨alde(b) (a) Aarhus University and CREATES, CESifo (b) University of Mainz, CESifo, and UCL Louvain la Neuve∗

Source URL: www.oposch.com

• Technical analysis
• Stochastic processes
• Volatility
• Poisson process
• Neoclassical growth model
• Real business cycle theory
• Statistics
• Macroeconomics
• Mathematical finance

DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee

Source URL: www.ewi.tudelft.nl

• Mathematical sciences
• Hull–White model
• Heath–Jarrow–Morton framework
• Normal distribution
• LIBOR market model
• Short-rate model
• Forward measure
• Heston model
• Stochastic volatility
• Mathematical finance
• Statistics
• Financial economics

15-11 | May 28, 2015 Systemwide Commonalities in Market Liquidity Mark D. Flood Office of Financial Research

Source URL: financialresearch.gov

• Financial markets
• Financial risk
• Market liquidity
• Liquidity crisis
• Bid–offer spread
• Volatility
• Mark to model
• Liquidity risk
• Flight-to-quality
• Financial economics
• Economics
• Finance

RESEARCH SEMINAR IN INTERNATIONAL ECONOMICS Gerald R. Ford School of Public Policy The University of Michigan Ann Arbor, MichiganDiscussion Paper No. 585

Source URL: alevchenko.com

• Labour economics
• Volatility

Price Volatility in Global Food and Agricultural Markets:

Source URL: www.foodsecurityportal.org