Volatility

Results: 3279



#Item
541Options / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Mixture model / Time series / Mathematical finance / Financial economics / Statistics

CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management

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Source URL: www.econ.au.dk

Language: English - Date: 2011-09-21 09:12:59
542Stock market / Mathematical finance / Time series analysis / Mean reversion / Stochastic processes / Ornstein–Uhlenbeck process / Volatility / Share price / Quantitative analyst / Statistics / Financial economics / Economics

DNB Working Paper NoApril 2012 Laura Spierdijk and Jacob Bikker DNB W o r k i n g P a p e r

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Source URL: www.dnb.nl

Language: English - Date: 2015-06-02 04:55:50
543Statistics / Volatility / Stochastic volatility / Hurst exponent / Variance swap / Volatility smile / Implied volatility / Mathematical finance / Finance / Financial economics

Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili

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Source URL: www.columbia.edu

Language: English - Date: 2015-02-09 00:05:09
544Implied volatility / Business / Statistics / Knowledge / Web analytics / Internet marketing / Mathematical finance / Business intelligence / Analytics

GlobalView In-Line Command Formula Requirements

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Source URL: www.marketview.com

Language: English - Date: 2013-04-08 19:19:12
545Volatility / Financial economics / Finance / Investment / Tullett Prebon / Tullett / Futures contract

6 May 2015 Tullett Prebon plc AGM Statement and Trading Update Tullett Prebon plc (the “Company”) is today issuing a trading update in relation to the period from 1 JanuaryThis statement will be delivered to t

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Source URL: www.tullettprebon.com

Language: English - Date: 2015-05-05 12:53:34
546Mathematical finance / Futures contract / Implied volatility / Derivative / Option / Futures exchange / Open interest / Climate change policy / Financial economics / Finance / Investment

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: www.rggi.org

Language: English - Date: 2015-05-27 09:30:54
547Financial institutions / Institutional investors / Labour law / Social security / Unemployment benefits / Unemployment / Insurance / Volatility / Economics / Socioeconomics / Recessions

For Immediate Release March 19, 2015 Initial Claims Still Following Stable Trend Carson City, NV —In February, 13,226 initial claims for unemployment insurance were filed in Nevada, down 15.1 percent from last month as

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Source URL: www.nvdetr.org

Language: English - Date: 2015-03-20 16:37:04
548Finance / Economics / Volatility / Autoregressive conditional heteroskedasticity / Mathematical finance / Technical analysis / Financial economics

A Functional Approach to Test Trending Volatility: Evidence of Trending Volatility in the Price of Mexican Agricultural Products Santiago Guerrero-Escobar, Banco de Mexico; Gerardo Hernandez-Del Valle, Banco de Mexico Mi

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Source URL: ageconsearch.umn.edu

Language: English - Date: 2015-05-27 20:13:43
549Mathematical finance / Finance / Actuarial science / Volatility / Basel III / Risk / Financial crisis / Value at risk / Financial market / Financial risk / Financial economics / Economics

Journal of International Business and Economics September 2014, Vol. 2, No. 3, ppISSN: Print), Online) Copyright © The Author(sAll Rights Reserved. Published by American Research

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Source URL: jibe-net.com

Language: English - Date: 2015-02-15 16:53:24
550Knowledge / Volatility / Macroeconomics / Shock / Inflation / Autoregressive conditional heteroskedasticity / Uncertainty / Correlation and dependence / Statistics / Economics / Mathematical finance

M PRA Munich Personal RePEc Archive Dynamic Co-movements between Stock Market Returns and Policy Uncertainty Nikolaos Antonakakis and Ioannis Chatziantoniou and

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2015-03-17 05:21:06
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