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Volatility clustering
Results: 14

#	Item
1	Volatility Dynamics in Foreign Exchange Rates: Further Evidence from Malaysian Ringgit and Singapore Dollar Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:11:37 Technical analysis Money Mathematical finance Autoregressive conditional heteroskedasticity Econometrics Time series analysis Volatility clustering Volatility Time series Economics Asia Currency
2	Modelling Financial Risks Fat Tails, Volatility Clustering and Copulae Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:41:17 Volatility Financial economics Market risk Finance Economics Financial risk Mathematical finance Invesco
3	Microsoft Word - EnvSimmod.doc Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:01:27 Technical analysis Economics Investment Dow Jones Sustainability Index Autoregressive conditional heteroskedasticity Dow Jones Indexes Stoxx Volatility clustering Volatility Financial economics Mathematical finance Dow Jones & Company
4	Contrarians and Volatility Clustering Add to Reading List Source URL: www.complex-systems.com Language: English - Date: 2013-03-26 14:35:01
5	Microsoft Word - simmod_paper11.doc 21.doc Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:44 Technical analysis Economics Econometrics Time series analysis Autoregressive conditional heteroskedasticity Volatility clustering Stochastic volatility Volatility Time series Mathematical finance Statistics Financial economics
6	Time series analysis for financial market meltdowns by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov, Frank J. Fabozzi Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2010-09-30 12:18:37 Time series analysis Financial economics Technical analysis Econometrics Actuarial science Autoregressive conditional heteroskedasticity Volatility clustering Stable distribution Volatility Statistics Mathematical finance Economics
7	WSC' 03 Sample Paper Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:02:49 Economics Technical analysis Financial economics Autoregressive conditional heteroskedasticity Time series analysis Options Stochastic volatility Volatility clustering Volatility Statistics Econometrics Mathematical finance
8	GARCH Intensity Models for Asset Price and Their Application to Option Valuation Geon Ho Choe Kyungsub Lee Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 08:46:58 Time series analysis XT Volatility clustering Correlation and dependence Economics Statistics Autoregressive conditional heteroskedasticity Econometrics
9	Volatility Clustering in Financial Markets: Empirical Facts and Agent–Based Models Rama Cont Centre de Math´ematiques appliqu´ees, Ecole Polytechnique F[removed]Palaiseau, France [removed] To appear i Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:12 Financial economics Mathematical sciences Technical analysis Options Fractals Volatility clustering Stochastic volatility Volatility Hurst exponent Statistics Mathematical finance Time series analysis
10	Journal of International Money and Finance[removed]–488 www.elsevier.nl/locate/econbase The forward premium anomaly is not as bad as you think Add to Reading List Source URL: public.econ.duke.edu Language: English - Date: 2004-06-22 09:06:53 Foreign exchange market Mathematical finance International finance Technical analysis Forward exchange rate Interest rate parity Autoregressive conditional heteroskedasticity Tim Bollerslev Volatility clustering Finance Economics Financial economics

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