Volatility

Results: 3279



#Item
871Financial economics / Economics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Risk / Uncertainty / Peak oil / Real options valuation / Mathematical finance / Statistics / Options

Working Paper/Document de travail[removed]The Effects of Oil Price Uncertainty on the Macroeconomy by Soojin Jo

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-12-18 11:11:22
872Biofuels / Sustainability / Economy of Africa / World food price crisis / Food security / Food sovereignty / Volatility / Speculation / Food systems / Food politics / Food and drink / Environment

CFS 37 October 2011 Food Price Volatility Recommendations from Civil Society CSOs request the CFS:

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Source URL: www.csm4cfs.org

Language: English - Date: 2012-03-27 22:23:11
873Economics / Autoregressive conditional heteroskedasticity / Volatility / Realized variance / Valuation of options / Option / Variance swap / Stochastic volatility / Mathematical finance / Financial economics / Finance

Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-10-03 11:18:20
874

ON THE NATURE OF DEPENDENCE IN THE VOLATILITY OF US STOCK RETURNS Michelle L. Barnes Working Paper 98-12

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Source URL: www.economics.adelaide.edu.au

Language: English - Date: 2014-08-10 21:21:47
    875Finance / Variance / Skewness / Capital asset pricing model / Volatility / Risk-neutral measure / Risk premium / Risk / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Statistics

    Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2015-04-03 13:10:06
    876Actuarial science / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Copula / Volatility / RiskMetrics / Financial market / Quantitative analyst / Statistics / Mathematical finance / Mathematical sciences

    The International Journal of R Business and Finance ESEARCH

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    Source URL: www.theibfr.com

    Language: English - Date: 2013-09-06 03:09:16
    877Financial economics / Business / Fundamental analysis / Technical analysis / Volatility / Beta / Earnings quality / Rate of return / Mathematical finance / Finance / Financial ratios

    The International Journal of R Business and Finance ESEARCH

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    Source URL: www.theibfr.com

    Language: English - Date: 2014-09-04 00:52:51
    878Financial economics / Markov chain / Maximum likelihood / Stochastic volatility / Volatility / Credit default swap / Autoregressive conditional heteroskedasticity / Mathematical finance / Statistics / Mathematical sciences

    Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models

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    Source URL: federalreserve.gov

    Language: English - Date: 2015-02-02 13:08:56
    879Ethics / Technical analysis / Volatility / Monetary policy / Financial market / Financial risk / Inflation / Risk / Monetary policy of the Philippines / Economics / Mathematical finance / Management

    Amando M Tetangco, Jr: Sustaining growth while riding the uncertainty

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    Source URL: www.bis.org

    Language: English - Date: 2014-08-18 07:29:00
    880Technology / Productivity / Total factor productivity / Technology shock / Real business cycle theory / Workforce productivity / Growth accounting / Volatility / Technical change / Macroeconomics / Economic growth / Economics

    Vanishing Procyclicality of Productivity? Industry Evidence

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    Source URL: www.bostonfed.org

    Language: English - Date: 2015-03-05 13:10:29
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