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You searched for subject:( Volatility). Showing records 1 – 30 of 1306 total matches.

[1] [2] [3] [4] [5] … [44]

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Cornell University

1. Hsieh, Peilin. Three Essays On Volatility .

Degree: 2013, Cornell University

 My dissertation focuses on economic studying of volatility issues. Three essays are contained in my dissertation. Essay 1 extends a microstructure model to explain the… (more)

Subjects/Keywords: Volatility; Implied Volatility; Options

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APA (6th Edition):

Hsieh, P. (2013). Three Essays On Volatility . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/34067

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Thesis, Cornell University. Accessed October 17, 2019. http://hdl.handle.net/1813/34067.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Web. 17 Oct 2019.

Vancouver:

Hsieh P. Three Essays On Volatility . [Internet] [Thesis]. Cornell University; 2013. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/1813/34067.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hsieh P. Three Essays On Volatility . [Thesis]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/34067

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Georgia

2. zhang, jidong. Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004.

Degree: MS, Statistics, 2004, University of Georgia

 Bond market and stock market are the two most important financial markets. Study on the volatility of these two markets has always received considerable great… (more)

Subjects/Keywords: Volatility

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APA (6th Edition):

zhang, j. (2004). Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004. (Masters Thesis). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms

Chicago Manual of Style (16th Edition):

zhang, jidong. “Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004.” 2004. Masters Thesis, University of Georgia. Accessed October 17, 2019. http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms.

MLA Handbook (7th Edition):

zhang, jidong. “Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004.” 2004. Web. 17 Oct 2019.

Vancouver:

zhang j. Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004. [Internet] [Masters thesis]. University of Georgia; 2004. [cited 2019 Oct 17]. Available from: http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms.

Council of Science Editors:

zhang j. Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004. [Masters Thesis]. University of Georgia; 2004. Available from: http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms


University of Colorado

3. Park, Yang-Ho. Two Essays on Options Market.

Degree: PhD, Finance, 2011, University of Colorado

  Essay I: The Roles of Short-Run and Long-Run Volatility Factors in Options Market: A Term Structure Perspective This paper examines the option pricing implications… (more)

Subjects/Keywords: Implied volatility; Option; Skewness; Stochastic volatility; Volatility; Volatility smirk; Economics; Finance

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APA (6th Edition):

Park, Y. (2011). Two Essays on Options Market. (Doctoral Dissertation). University of Colorado. Retrieved from http://scholar.colorado.edu/fnce_gradetds/2

Chicago Manual of Style (16th Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Doctoral Dissertation, University of Colorado. Accessed October 17, 2019. http://scholar.colorado.edu/fnce_gradetds/2.

MLA Handbook (7th Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Web. 17 Oct 2019.

Vancouver:

Park Y. Two Essays on Options Market. [Internet] [Doctoral dissertation]. University of Colorado; 2011. [cited 2019 Oct 17]. Available from: http://scholar.colorado.edu/fnce_gradetds/2.

Council of Science Editors:

Park Y. Two Essays on Options Market. [Doctoral Dissertation]. University of Colorado; 2011. Available from: http://scholar.colorado.edu/fnce_gradetds/2


Università della Svizzera italiana

4. La Vecchia, Davide. Contributions to robustness theory.

Degree: 2011, Università della Svizzera italiana

 The goal of this PhD Thesis is the definition of new robust estimators, thereby extending the available theory and exploring new directions for applications in… (more)

Subjects/Keywords: Stochastic volatility

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APA (6th Edition):

La Vecchia, D. (2011). Contributions to robustness theory. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/27095

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

La Vecchia, Davide. “Contributions to robustness theory.” 2011. Thesis, Università della Svizzera italiana. Accessed October 17, 2019. http://doc.rero.ch/record/27095.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

La Vecchia, Davide. “Contributions to robustness theory.” 2011. Web. 17 Oct 2019.

Vancouver:

La Vecchia D. Contributions to robustness theory. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2019 Oct 17]. Available from: http://doc.rero.ch/record/27095.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

La Vecchia D. Contributions to robustness theory. [Thesis]. Università della Svizzera italiana; 2011. Available from: http://doc.rero.ch/record/27095

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Università della Svizzera italiana

5. Sampietro, Stefano. Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.

Degree: 2004, Università della Svizzera italiana

 This thesis presents a Bayesian analysis of a non-linear time series model. In particular, we deal with a mixture of normal distributions whose means are… (more)

Subjects/Keywords: Volatility

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APA (6th Edition):

Sampietro, S. (2004). Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/4244

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sampietro, Stefano. “Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.” 2004. Thesis, Università della Svizzera italiana. Accessed October 17, 2019. http://doc.rero.ch/record/4244.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sampietro, Stefano. “Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.” 2004. Web. 17 Oct 2019.

Vancouver:

Sampietro S. Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. [Internet] [Thesis]. Università della Svizzera italiana; 2004. [cited 2019 Oct 17]. Available from: http://doc.rero.ch/record/4244.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sampietro S. Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. [Thesis]. Università della Svizzera italiana; 2004. Available from: http://doc.rero.ch/record/4244

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Victoria University of Wellington

6. Yaghoubi, Mona. Three Essays on Capital Structure.

Degree: 2017, Victoria University of Wellington

 This thesis consists of three self-contained essays about the relationship between cash flow and investment volatility and firm capital structure and cash holdings. Capital structure… (more)

Subjects/Keywords: Capital structure; Investment volatility; Cash flow volatility

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APA (6th Edition):

Yaghoubi, M. (2017). Three Essays on Capital Structure. (Doctoral Dissertation). Victoria University of Wellington. Retrieved from http://hdl.handle.net/10063/6405

Chicago Manual of Style (16th Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Doctoral Dissertation, Victoria University of Wellington. Accessed October 17, 2019. http://hdl.handle.net/10063/6405.

MLA Handbook (7th Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Web. 17 Oct 2019.

Vancouver:

Yaghoubi M. Three Essays on Capital Structure. [Internet] [Doctoral dissertation]. Victoria University of Wellington; 2017. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10063/6405.

Council of Science Editors:

Yaghoubi M. Three Essays on Capital Structure. [Doctoral Dissertation]. Victoria University of Wellington; 2017. Available from: http://hdl.handle.net/10063/6405


Texas A&M University

7. Lee, Hyoung Il. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.

Degree: 2008, Texas A&M University

 We consider the stochastic volatility model with smooth transition and persistent la- tent factors. We argue that this model has advantages over the conventional stochastic… (more)

Subjects/Keywords: Stochastic Volatility Models

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APA (6th Edition):

Lee, H. I. (2008). Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/86017

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lee, Hyoung Il. “Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.” 2008. Thesis, Texas A&M University. Accessed October 17, 2019. http://hdl.handle.net/1969.1/86017.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lee, Hyoung Il. “Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.” 2008. Web. 17 Oct 2019.

Vancouver:

Lee HI. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. [Internet] [Thesis]. Texas A&M University; 2008. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/1969.1/86017.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee HI. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. [Thesis]. Texas A&M University; 2008. Available from: http://hdl.handle.net/1969.1/86017

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

8. Kerezsi, János. A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .

Degree: DE – TEK – Közgazdaság- és Gazdaségtudományi Kar, 2012, University of Debrecen

 A dolgozat bemutatja az olajár volatilitása és a GDP növekedési üteme közötti összefüggést az Egyesült Államokban. Empirikus adatokkal összehasonlítja a történelmi olajsokkok hasonlóságait és különbözőségeit,… (more)

Subjects/Keywords: Oil price; Volatility

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APA (6th Edition):

Kerezsi, J. (2012). A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/151075

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kerezsi, János. “A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .” 2012. Thesis, University of Debrecen. Accessed October 17, 2019. http://hdl.handle.net/2437/151075.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kerezsi, János. “A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .” 2012. Web. 17 Oct 2019.

Vancouver:

Kerezsi J. A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/2437/151075.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kerezsi J. A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . [Thesis]. University of Debrecen; 2012. Available from: http://hdl.handle.net/2437/151075

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

9. Han, Yang. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.

Degree: Statistics, 2011, Uppsala University

  This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH… (more)

Subjects/Keywords: Volatility GARCH models

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APA (6th Edition):

Han, Y. (2011). Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Thesis, Uppsala University. Accessed October 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Web. 17 Oct 2019.

Vancouver:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2019 Oct 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

10. Falakos, Menas Constantine. Can volatility based technical signals capture consistent abnormal equity index returns?.

Degree: MS, Agricultural & Applied Econ, 2016, University of Illinois – Urbana-Champaign

 This thesis examines a combined technical signal approach (CSA) on four stock index implied volatility indices for the aim of day trading the underlying stock… (more)

Subjects/Keywords: Volatility Technical Analaysis

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APA (6th Edition):

Falakos, M. C. (2016). Can volatility based technical signals capture consistent abnormal equity index returns?. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/92762

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Falakos, Menas Constantine. “Can volatility based technical signals capture consistent abnormal equity index returns?.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed October 17, 2019. http://hdl.handle.net/2142/92762.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Falakos, Menas Constantine. “Can volatility based technical signals capture consistent abnormal equity index returns?.” 2016. Web. 17 Oct 2019.

Vancouver:

Falakos MC. Can volatility based technical signals capture consistent abnormal equity index returns?. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/2142/92762.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Falakos MC. Can volatility based technical signals capture consistent abnormal equity index returns?. [Thesis]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/92762

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Texas

11. Kochan, Mucahit. Information Content of Iron Butterfly Arbitrage Bounds.

Degree: 2016, University of North Texas

 Informed traders trade options on underlying securities to lower transaction costs and increase financial leverage for price trend and variance strategies. Options markets play a… (more)

Subjects/Keywords: Model-Free; Volatility

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APA (6th Edition):

Kochan, M. (2016). Information Content of Iron Butterfly Arbitrage Bounds. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc955071/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kochan, Mucahit. “Information Content of Iron Butterfly Arbitrage Bounds.” 2016. Thesis, University of North Texas. Accessed October 17, 2019. https://digital.library.unt.edu/ark:/67531/metadc955071/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kochan, Mucahit. “Information Content of Iron Butterfly Arbitrage Bounds.” 2016. Web. 17 Oct 2019.

Vancouver:

Kochan M. Information Content of Iron Butterfly Arbitrage Bounds. [Internet] [Thesis]. University of North Texas; 2016. [cited 2019 Oct 17]. Available from: https://digital.library.unt.edu/ark:/67531/metadc955071/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kochan M. Information Content of Iron Butterfly Arbitrage Bounds. [Thesis]. University of North Texas; 2016. Available from: https://digital.library.unt.edu/ark:/67531/metadc955071/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Università della Svizzera italiana

12. Bakanova, Asyl. The futures price volatility in the crude oil market.

Degree: 2011, Università della Svizzera italiana

 The main goal of this thesis is to present and evaluate different procedures for modeling and forecasting volatility, and examine the relative accuracy of these… (more)

Subjects/Keywords: Model-free volatility

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APA (6th Edition):

Bakanova, A. (2011). The futures price volatility in the crude oil market. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/29755

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bakanova, Asyl. “The futures price volatility in the crude oil market.” 2011. Thesis, Università della Svizzera italiana. Accessed October 17, 2019. http://doc.rero.ch/record/29755.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bakanova, Asyl. “The futures price volatility in the crude oil market.” 2011. Web. 17 Oct 2019.

Vancouver:

Bakanova A. The futures price volatility in the crude oil market. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2019 Oct 17]. Available from: http://doc.rero.ch/record/29755.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bakanova A. The futures price volatility in the crude oil market. [Thesis]. Università della Svizzera italiana; 2011. Available from: http://doc.rero.ch/record/29755

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Queens University

13. Gao, Rui. Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .

Degree: Economics, 2014, Queens University

 This dissertation studies volatility measurement and modeling issues when asset prices are subject to price limits based on Bayesian approaches. Two types of estimators are… (more)

Subjects/Keywords: Price Limits; Volatility

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APA (6th Edition):

Gao, R. (2014). Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/8576

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Rui. “Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .” 2014. Thesis, Queens University. Accessed October 17, 2019. http://hdl.handle.net/1974/8576.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Rui. “Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .” 2014. Web. 17 Oct 2019.

Vancouver:

Gao R. Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . [Internet] [Thesis]. Queens University; 2014. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/1974/8576.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao R. Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . [Thesis]. Queens University; 2014. Available from: http://hdl.handle.net/1974/8576

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Ahy, Nathaniel. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.

Degree: Culture and Communication, 2018, Mälardalen University

  Due to recent research disproving old claims in financial mathematics such as constant volatility in option prices, new approaches have been incurred to analyze… (more)

Subjects/Keywords: Implied Volatility; Stochastic Volatility; Implied Volatility Surfaces; European Options; Moore-Penrose Inverse;

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APA (6th Edition):

Ahy, N. (2018). Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ahy, Nathaniel. “Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.” 2018. Thesis, Mälardalen University. Accessed October 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ahy, Nathaniel. “Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.” 2018. Web. 17 Oct 2019.

Vancouver:

Ahy N. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. [Internet] [Thesis]. Mälardalen University; 2018. [cited 2019 Oct 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ahy N. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. [Thesis]. Mälardalen University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Queensland University of Technology

15. Coleman-Fenn, Christopher Andrew. Forecasting volatility and correlation : the role of option implied measures.

Degree: 2012, Queensland University of Technology

 Forecasts of volatility and correlation are important inputs into many practical financial problems. Broadly speaking, there are two ways of generating forecasts of these variables.… (more)

Subjects/Keywords: volatility risk premium; implied volatility; implied correlation; model confidence set; intraday volatility; equicorrelation; realised equicorrelation

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APA (6th Edition):

Coleman-Fenn, C. A. (2012). Forecasting volatility and correlation : the role of option implied measures. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/53138/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Coleman-Fenn, Christopher Andrew. “Forecasting volatility and correlation : the role of option implied measures.” 2012. Thesis, Queensland University of Technology. Accessed October 17, 2019. https://eprints.qut.edu.au/53138/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Coleman-Fenn, Christopher Andrew. “Forecasting volatility and correlation : the role of option implied measures.” 2012. Web. 17 Oct 2019.

Vancouver:

Coleman-Fenn CA. Forecasting volatility and correlation : the role of option implied measures. [Internet] [Thesis]. Queensland University of Technology; 2012. [cited 2019 Oct 17]. Available from: https://eprints.qut.edu.au/53138/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Coleman-Fenn CA. Forecasting volatility and correlation : the role of option implied measures. [Thesis]. Queensland University of Technology; 2012. Available from: https://eprints.qut.edu.au/53138/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Otago

16. Kelly, Nathan K. Volatility forecasting in the 90-Day Australian bank bill futures market .

Degree: 2011, University of Otago

 This study employs a comprehensive data set from the 90-Day Australian Bank Bills Futures market to test the predictive power of the theoretically superior implied… (more)

Subjects/Keywords: volatility forecasting; forecasting; market efficiency; interest rates; options; implied volatility; Asay; Volatility; Futures market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kelly, N. K. (2011). Volatility forecasting in the 90-Day Australian bank bill futures market . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1340

Chicago Manual of Style (16th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Masters Thesis, University of Otago. Accessed October 17, 2019. http://hdl.handle.net/10523/1340.

MLA Handbook (7th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Web. 17 Oct 2019.

Vancouver:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10523/1340.

Council of Science Editors:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1340


University of Alberta

17. Bullock, Dallin S. Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.

Degree: MS, Department of Mechanical Engineering, 2013, University of Alberta

 The particle size distribution, volatility, and effective density of particulate matter are measured using a cooperative fuel research engine during motoring, spark ignition, and homogeneous… (more)

Subjects/Keywords: Transient; Particulates; Volatility; HCCI

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APA (6th Edition):

Bullock, D. S. (2013). Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/7p88cg88g

Chicago Manual of Style (16th Edition):

Bullock, Dallin S. “Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.” 2013. Masters Thesis, University of Alberta. Accessed October 17, 2019. https://era.library.ualberta.ca/files/7p88cg88g.

MLA Handbook (7th Edition):

Bullock, Dallin S. “Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.” 2013. Web. 17 Oct 2019.

Vancouver:

Bullock DS. Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2019 Oct 17]. Available from: https://era.library.ualberta.ca/files/7p88cg88g.

Council of Science Editors:

Bullock DS. Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. [Masters Thesis]. University of Alberta; 2013. Available from: https://era.library.ualberta.ca/files/7p88cg88g


Victoria University of Wellington

18. Vo, Long Hai. Dependence structure in financial time series: Applications and evidence from wavelet analysis.

Degree: 2014, Victoria University of Wellington

 Conventional time series theory and spectral analysis have independently achieved significant popularity in mainstream economics and finance research over long periods. However, the fact remains… (more)

Subjects/Keywords: Long memory; GARCH; Volatility

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APA (6th Edition):

Vo, L. H. (2014). Dependence structure in financial time series: Applications and evidence from wavelet analysis. (Masters Thesis). Victoria University of Wellington. Retrieved from http://hdl.handle.net/10063/3440

Chicago Manual of Style (16th Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Masters Thesis, Victoria University of Wellington. Accessed October 17, 2019. http://hdl.handle.net/10063/3440.

MLA Handbook (7th Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Web. 17 Oct 2019.

Vancouver:

Vo LH. Dependence structure in financial time series: Applications and evidence from wavelet analysis. [Internet] [Masters thesis]. Victoria University of Wellington; 2014. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10063/3440.

Council of Science Editors:

Vo LH. Dependence structure in financial time series: Applications and evidence from wavelet analysis. [Masters Thesis]. Victoria University of Wellington; 2014. Available from: http://hdl.handle.net/10063/3440


Addis Ababa University

19. AMARE, TEREFE. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .

Degree: 2012, Addis Ababa University

 This thesis discusses the GARCH model fitting and volatility forecasting of export prices data. We have chosen to confine our analysis on total export prices,… (more)

Subjects/Keywords: export; GARCH; volatility; forecasting; Ethiopia

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APA (6th Edition):

AMARE, T. (2012). APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Thesis, Addis Ababa University. Accessed October 17, 2019. http://etd.aau.edu.et/dspace/handle/123456789/218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Web. 17 Oct 2019.

Vancouver:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Internet] [Thesis]. Addis Ababa University; 2012. [cited 2019 Oct 17]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Thesis]. Addis Ababa University; 2012. Available from: http://etd.aau.edu.et/dspace/handle/123456789/218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Nairobi

20. Manani, Josphat K. An assessment of alternative models of interest rate volatility in the Bond Market in Kenya .

Degree: 2012, University of Nairobi

 This research project focuses on estimating volatility in interest rates in the bond market in Kenya. It assesses the linear and non linear models of… (more)

Subjects/Keywords: Interest rates; Bond market; Volatility

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APA (6th Edition):

Manani, J. K. (2012). An assessment of alternative models of interest rate volatility in the Bond Market in Kenya . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Manani, Josphat K. “An assessment of alternative models of interest rate volatility in the Bond Market in Kenya .” 2012. Thesis, University of Nairobi. Accessed October 17, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Manani, Josphat K. “An assessment of alternative models of interest rate volatility in the Bond Market in Kenya .” 2012. Web. 17 Oct 2019.

Vancouver:

Manani JK. An assessment of alternative models of interest rate volatility in the Bond Market in Kenya . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2019 Oct 17]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Manani JK. An assessment of alternative models of interest rate volatility in the Bond Market in Kenya . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Nairobi

21. Wanjiru, wanjohi R. Impact of inflation volatility and economic growth on foreign direct investment in Kenya .

Degree: 2014, University of Nairobi

 Foreign Direct Investment (FDI) plays a very significant role in financial growth and development in Kenya. Economic growth and inflation are some of the factors… (more)

Subjects/Keywords: volatility and economic growth

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APA (6th Edition):

Wanjiru, w. R. (2014). Impact of inflation volatility and economic growth on foreign direct investment in Kenya . (Thesis). University of Nairobi. Retrieved from http://hdl.handle.net/11295/95276

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wanjiru, wanjohi R. “Impact of inflation volatility and economic growth on foreign direct investment in Kenya .” 2014. Thesis, University of Nairobi. Accessed October 17, 2019. http://hdl.handle.net/11295/95276.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wanjiru, wanjohi R. “Impact of inflation volatility and economic growth on foreign direct investment in Kenya .” 2014. Web. 17 Oct 2019.

Vancouver:

Wanjiru wR. Impact of inflation volatility and economic growth on foreign direct investment in Kenya . [Internet] [Thesis]. University of Nairobi; 2014. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/11295/95276.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wanjiru wR. Impact of inflation volatility and economic growth on foreign direct investment in Kenya . [Thesis]. University of Nairobi; 2014. Available from: http://hdl.handle.net/11295/95276

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Nairobi

22. Ambunya, Peleg L. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .

Degree: 2012, University of Nairobi

 Domestic currency depreciation makes local firms more competitive, leading to an increase in their exports. This in turn raises their stock prices. A weak or… (more)

Subjects/Keywords: Stock market returns volatility

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APA (6th Edition):

Ambunya, P. L. (2012). The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Thesis, University of Nairobi. Accessed October 17, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Web. 17 Oct 2019.

Vancouver:

Ambunya PL. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2019 Oct 17]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ambunya PL. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

23. CHANG, I-LIN. Volatility Alpha Fund.

Degree: Master, Finance, 2009, NSYSU

 We use dynamic hedging to replicate the short put positions of common stocks and thelong put positions of equity index. The strategy is developed based… (more)

Subjects/Keywords: option; Volatility Alpha; Dynamic Hedging

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APA (6th Edition):

CHANG, I. (2009). Volatility Alpha Fund. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CHANG, I-LIN. “Volatility Alpha Fund.” 2009. Thesis, NSYSU. Accessed October 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CHANG, I-LIN. “Volatility Alpha Fund.” 2009. Web. 17 Oct 2019.

Vancouver:

CHANG I. Volatility Alpha Fund. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Oct 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CHANG I. Volatility Alpha Fund. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

24. Siregar, Bakti. Statistical Analysis of Indonesia Stock Market.

Degree: Master, Applied Mathematics, 2016, NSYSU

 Liberalization and economic integration become topics of discussion and research in recent years. Indonesia is one of the countries that actively participates in the achievement… (more)

Subjects/Keywords: GARCH; Clustering; Volatility; ARCH; AIC

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APA (6th Edition):

Siregar, B. (2016). Statistical Analysis of Indonesia Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Thesis, NSYSU. Accessed October 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Web. 17 Oct 2019.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Oct 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Minho

25. Costa, Francisco João Matos. Forecasting volatility using GARCH models .

Degree: 2017, Universidade do Minho

 Esta dissertação tem como ponto central a previsão da volatilidade usando vários modelos GARCH (General autoregressive conditional heteroeskedasticity) de modo a testar qual tem a… (more)

Subjects/Keywords: GARCH; Volatilidade; Previsão; Volatility; Forecast

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APA (6th Edition):

Costa, F. J. M. (2017). Forecasting volatility using GARCH models . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/46456

Chicago Manual of Style (16th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Masters Thesis, Universidade do Minho. Accessed October 17, 2019. http://hdl.handle.net/1822/46456.

MLA Handbook (7th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Web. 17 Oct 2019.

Vancouver:

Costa FJM. Forecasting volatility using GARCH models . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/1822/46456.

Council of Science Editors:

Costa FJM. Forecasting volatility using GARCH models . [Masters Thesis]. Universidade do Minho; 2017. Available from: http://hdl.handle.net/1822/46456


Penn State University

26. Riano, Alejandro. Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.

Degree: PhD, Economics, 2009, Penn State University

 This dissertation develops dynamic stochastic models of heterogeneous firms in small open economies and uses them to analyze how firms' decisions are shaped by their… (more)

Subjects/Keywords: International trade; wage inequality; volatility

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APA (6th Edition):

Riano, A. (2009). Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/10101

Chicago Manual of Style (16th Edition):

Riano, Alejandro. “Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.” 2009. Doctoral Dissertation, Penn State University. Accessed October 17, 2019. https://etda.libraries.psu.edu/catalog/10101.

MLA Handbook (7th Edition):

Riano, Alejandro. “Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.” 2009. Web. 17 Oct 2019.

Vancouver:

Riano A. Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality. [Internet] [Doctoral dissertation]. Penn State University; 2009. [cited 2019 Oct 17]. Available from: https://etda.libraries.psu.edu/catalog/10101.

Council of Science Editors:

Riano A. Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality. [Doctoral Dissertation]. Penn State University; 2009. Available from: https://etda.libraries.psu.edu/catalog/10101


Carnegie Mellon University

27. Karnezi, Eleni. Volatility and Chemical Aging of Atmospheric Organic Aerosol.

Degree: 2017, Carnegie Mellon University

 Organic particulate matter represents a significant fraction of sub-micrometer atmospheric aerosol mass. However, organic aerosol (OA) consists of thousands of different organic compounds making the… (more)

Subjects/Keywords: Chemical aging; Organic aerosol; Volatility

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APA (6th Edition):

Karnezi, E. (2017). Volatility and Chemical Aging of Atmospheric Organic Aerosol. (Thesis). Carnegie Mellon University. Retrieved from http://repository.cmu.edu/dissertations/812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Karnezi, Eleni. “Volatility and Chemical Aging of Atmospheric Organic Aerosol.” 2017. Thesis, Carnegie Mellon University. Accessed October 17, 2019. http://repository.cmu.edu/dissertations/812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Karnezi, Eleni. “Volatility and Chemical Aging of Atmospheric Organic Aerosol.” 2017. Web. 17 Oct 2019.

Vancouver:

Karnezi E. Volatility and Chemical Aging of Atmospheric Organic Aerosol. [Internet] [Thesis]. Carnegie Mellon University; 2017. [cited 2019 Oct 17]. Available from: http://repository.cmu.edu/dissertations/812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Karnezi E. Volatility and Chemical Aging of Atmospheric Organic Aerosol. [Thesis]. Carnegie Mellon University; 2017. Available from: http://repository.cmu.edu/dissertations/812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

28. Nunes, Diogo André Pereira Alves. Differences in the prices of physical ETF’s and synthetic ETF’s.

Degree: 2013, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business… (more)

Subjects/Keywords: Pricing; Volatility; Physical; Synthetic

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APA (6th Edition):

Nunes, D. A. P. A. (2013). Differences in the prices of physical ETF’s and synthetic ETF’s. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nunes, Diogo André Pereira Alves. “Differences in the prices of physical ETF’s and synthetic ETF’s.” 2013. Thesis, Universidade Nova. Accessed October 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nunes, Diogo André Pereira Alves. “Differences in the prices of physical ETF’s and synthetic ETF’s.” 2013. Web. 17 Oct 2019.

Vancouver:

Nunes DAPA. Differences in the prices of physical ETF’s and synthetic ETF’s. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2019 Oct 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nunes DAPA. Differences in the prices of physical ETF’s and synthetic ETF’s. [Thesis]. Universidade Nova; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Linnaeus University

29. ARREY-MBI, PASCAL EBOT. VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL.

Degree: Physics and Mathematics, 2011, Linnaeus University

Volatility clustering is a stylized fact common in nance. Large changes in prices tend to cluster whereas small changes behave likewise. The higher the… (more)

Subjects/Keywords: Volatility Clustering; Fundamentalists; Chartists; Switching.

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APA (6th Edition):

ARREY-MBI, P. E. (2011). VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ARREY-MBI, PASCAL EBOT. “VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL.” 2011. Thesis, Linnaeus University. Accessed October 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ARREY-MBI, PASCAL EBOT. “VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL.” 2011. Web. 17 Oct 2019.

Vancouver:

ARREY-MBI PE. VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL. [Internet] [Thesis]. Linnaeus University; 2011. [cited 2019 Oct 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ARREY-MBI PE. VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL. [Thesis]. Linnaeus University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Delft University of Technology

30. Hoorens, B. On the Cheyette short rate model with stochastic volatility:.

Degree: 2011, Delft University of Technology

 The purpose of this thesis is to compare the Hull-White short rate model to the Cheyette short rate model. The Cheyette short rate model is… (more)

Subjects/Keywords: short rate model; stochastic volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hoorens, B. (2011). On the Cheyette short rate model with stochastic volatility:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90

Chicago Manual of Style (16th Edition):

Hoorens, B. “On the Cheyette short rate model with stochastic volatility:.” 2011. Masters Thesis, Delft University of Technology. Accessed October 17, 2019. http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90.

MLA Handbook (7th Edition):

Hoorens, B. “On the Cheyette short rate model with stochastic volatility:.” 2011. Web. 17 Oct 2019.

Vancouver:

Hoorens B. On the Cheyette short rate model with stochastic volatility:. [Internet] [Masters thesis]. Delft University of Technology; 2011. [cited 2019 Oct 17]. Available from: http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90.

Council of Science Editors:

Hoorens B. On the Cheyette short rate model with stochastic volatility:. [Masters Thesis]. Delft University of Technology; 2011. Available from: http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90

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