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Volatility
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#	Item
521	ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:16:13 Statistics Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Realized kernel Realized variance Mathematical finance Financial economics Finance
522	Crash Risk in Currency Returns Mikhail Chernov (UCLA), Jeremy Graveline (Minnesota), and Irina Zviadadze (SSE) FRIC @ Copenhagen Business School \| August 2014 Add to Reading List Source URL: files.conferencemanager.dk Language: English - Date: 2014-08-28 07:43:56 Skewness Variance Volatility Statistics Mathematical finance Kurtosis
523	T. ROWE PRICE INVESTOR troweprice.com ® Add to Reading List Source URL: individual.troweprice.com Language: English - Date: 2009-09-04 16:27:35 Financial services Mathematical finance Financial ratios Collective investment schemes Mutual fund T. Rowe Price Stock fund Beta Volatility Financial economics Investment Finance
524	CREATES Research PaperForecasting Covariance Matrices: A Mixed Frequency Approach Roxana Halbleib and Valeri Voev Add to Reading List Source URL: econ.au.dk Language: English - Date: 2011-09-21 09:13:16 Time series analysis Technical analysis Volatility Forecasting Estimation of covariance matrices Covariance Time series Statistics Mathematical finance Statistical forecasting
525	N° .......................... N° 2014-4: "Reassessing Vulnerability to Macroeconomic Volatility: a nonstationary panel approach", M. Clévenot CEPN et M.S Mbome LASER Abstract The article examines the sensibili Add to Reading List Source URL: www.univ-paris13.fr Language: English - Date: 2014-02-22 10:48:29 Technical analysis Volatility Welfare economics Economic growth Neoclassical growth model Macroeconomics Mathematical finance Economics
526	3 VaR Calculations for Derivatives This section is a brief review of delta and gamma-based VaR calculation methods for options. As we shall see, as a last resort, one can estimate VaR accurately, given enough Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:45:18 Options Investment Volatility Convexity Black–Scholes Stochastic volatility Delta neutral Derivative Moneyness Mathematical finance Financial economics Finance
527	Информация о дисциплинах, реализуемых в Московской школе экономики МГУ на английском языке Наименование дисциплины, се Add to Reading List Source URL: www.mse-msu.ru Language: English - Date: 2011-11-14 10:22:26 Volatility Realized variance Autoregressive conditional heteroskedasticity Ole Barndorff-Nielsen Mathematical sciences Economics Mathematical finance Statistics Technical analysis
528	Comparing Different Regulatory Measures to Control Stock Market Volatility: A General Equilibrium Analysis∗ Adrian Buss Bernard Dumas Add to Reading List Source URL: www.lse.ac.uk Language: English - Date: 2013-06-14 04:27:28 Mathematical finance International taxation Taxation Financial risk Investment Financial crisis Volatility Equity premium puzzle Speculation Financial economics Economics Finance
529	M PRA Munich Personal RePEc Archive Urban Agriculture, Price Volatility.Drought ,And Food Security In Developing Countries. Add to Reading List Source URL: plagiarism.repec.org Language: English - Date: 2013-12-10 10:34:52 Poverty Development Environment Food security Security Urban agriculture Hunger Famine Malnutrition Food and drink Humanitarian aid Food politics
530	Office of Economic Analysis Memo re: Economic Perspective on Employee Option Expensing: Valuation and Implementation of FAS 123(R) Add to Reading List Source URL: edgar.sec.gov Language: English - Date: 2005-03-29 14:02:21 Mathematical finance Business Corporate finance Employee stock option Employment compensation Implied volatility Valuation Volatility Black–Scholes Financial economics Finance Options

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