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Volatility
Results: 3279

#	Item
921	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Modelling the Relationship between Duration and Magnitude of Changes in Asset Prices F. Chan Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:05:49 Mathematical finance Econometrics Autoregressive conditional heteroskedasticity Estimation theory Normal distribution Volatility Autoregressive conditional duration Log-normal distribution Maximum likelihood Statistics Logic Time series analysis
922	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Volatility spillovers for stock returns and exchange rates of tourism firms in Taiwan C.-L. C Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:12 Stock market Economics Financial risk Financial ratios Autoregressive conditional heteroskedasticity Econometrics Volatility Rate of return Stock market index Mathematical finance Financial economics Finance
923	Comments on Raphael Auer and Aaron Mehrotra’s paper Add to Reading List Source URL: www.bis.org Language: English - Date: 2014-03-31 10:00:00 Volatility Monetary policy Monetary inflation Economics Inflation Macroeconomics
924	Interventions and expected exchange rates in emerging market economies Add to Reading List Source URL: www.bis.org Language: English - Date: 2013-10-22 09:33:00 Investment Implied volatility Black–Scholes Futures contract Risk-neutral measure Volatility Option Risk Volatility smile Mathematical finance Financial economics Finance
925	Option Valuation under Stochastic Volatility With Mathematica Code Copyright µ 2000 by Alan L. Lewis All rights reserved. Except for the quotation of short passages for the purposes of criticism and review, no part of t Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-05-23 12:15:36 Fourier analysis Digital signal processing Unitary operators Joseph Fourier Fourier transform Dirac delta function Operator Black–Scholes Hankel transform Mathematical analysis Mathematics Integral transforms
926 $Mathematical finance / Econometrics / Time series analysis / Financial economics / Autoregressive conditional heteroskedasticity / Autoregressive fractionally integrated moving average / Volatility / Economic model / Time series / Statistics / Economics / Finance$	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Time Series Properties of Liquidation Discount F. Chan a , J. Gould a , R. Singh a and J.W. Y Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:06:19 Mathematical finance Econometrics Time series analysis Financial economics Autoregressive conditional heteroskedasticity Autoregressive fractionally integrated moving average Volatility Economic model Time series Statistics Economics Finance
927	Ganes Value Growth Fund September 2011 The remarkable market volatility of August continued into September, but unlike August there was no month end rebound and the broader market (S&P/ASX 300 Accumulation Index) finishe Add to Reading List Source URL: www.macrofunds.com.au Language: English - Date: 2012-10-15 20:52:20 Neuroprosthetics Otology Audiology Cochlear implant Australian Securities Exchange Economy of Australia Anatomy Medicine Artificial organs Implants
928	Chris Salmon: Financial market volatility and liquidity – a cautionary note Add to Reading List Source URL: www.bis.org Language: English - Date: 2015-03-19 04:39:00 Economics Financial markets Fixed income market Financial risk Technical analysis Volatility Implied volatility Bond market Liquidity risk Financial economics Finance Mathematical finance
929	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 The Impact of Chinese Tourists on Volatility Size Effects and Stock Market Performance in Tai Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:06:20 Technical analysis Statistics Autoregressive conditional heteroskedasticity Econometrics Time series analysis Volatility Financial ratios Rate of return Stochastic volatility Mathematical finance Economics Finance
930	THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002 Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-01-14 19:33:22 Options Finance Stochastic processes Geometric Brownian motion Stochastic volatility Implied volatility Volatility smile Volatility Black–Scholes Mathematical finance Financial economics Statistics

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