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You searched for subject:(Realized variance). Showing records 1 – 13 of 13 total matches.

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University of Vienna

1. Kober, Bernhard. Evaluation of volatility forecasting models.

Degree: 2017, University of Vienna

In der Disziplin des volatility forecasting kommen eine Reihe von Modellen in Frage. Eines der aktuellsten ist das HARQ Modell von Bollerselv et al. [BPQ16].… (more)

Subjects/Keywords: 83.52 Finanzwissenschaft; Volatilität / Vorhersage / Realized Variance / Realized Quarticity

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

APA (6th Edition):

Kober, B. (2017). Evaluation of volatility forecasting models. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/48254/

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):

Kober, Bernhard. “Evaluation of volatility forecasting models.” 2017. Thesis, University of Vienna. Accessed December 03, 2020. http://othes.univie.ac.at/48254/.

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

MLA Handbook (7th Edition):

Kober, Bernhard. “Evaluation of volatility forecasting models.” 2017. Web. 03 Dec 2020.

Vancouver:

Kober B. Evaluation of volatility forecasting models. [Internet] [Thesis]. University of Vienna; 2017. [cited 2020 Dec 03]. Available from: http://othes.univie.ac.at/48254/.

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

Council of Science Editors:

Kober B. Evaluation of volatility forecasting models. [Thesis]. University of Vienna; 2017. Available from: http://othes.univie.ac.at/48254/

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


Louisiana State University

2. Xu, Junyue. Essays on risk and volatility.

Degree: PhD, Economics, 2011, Louisiana State University

 In this work, we begin with an investigation into the temporal correlation in default risk. We first establish a link between the dynamics of house… (more)

Subjects/Keywords: Logistic Transition Regression; Realized Volatility; Variance Risk Premium; Credit Risk

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APA (6th Edition):

Xu, J. (2011). Essays on risk and volatility. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463

Chicago Manual of Style (16th Edition):

Xu, Junyue. “Essays on risk and volatility.” 2011. Doctoral Dissertation, Louisiana State University. Accessed December 03, 2020. etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463.

MLA Handbook (7th Edition):

Xu, Junyue. “Essays on risk and volatility.” 2011. Web. 03 Dec 2020.

Vancouver:

Xu J. Essays on risk and volatility. [Internet] [Doctoral dissertation]. Louisiana State University; 2011. [cited 2020 Dec 03]. Available from: etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463.

Council of Science Editors:

Xu J. Essays on risk and volatility. [Doctoral Dissertation]. Louisiana State University; 2011. Available from: etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463


Universidade do Rio Grande do Sul

3. Marmitt, Juliano. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática.

Degree: 2012, Universidade do Rio Grande do Sul

Neste trabalho, visamos mostrar as características usuais dos dados de alta frequência, bem como utilizar modelagem não paramétrica para estimar a variância/volatilidade para esses dados.… (more)

Subjects/Keywords: Econometria; Market microstructure; Estimação; Intraday seasonality; Volatilidade; Quadratic variation; Realized variance; Realized volatility; Bipower variation; Jumps; High-frequency data

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APA (6th Edition):

Marmitt, J. (2012). Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/61935

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):

Marmitt, Juliano. “Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática.” 2012. Thesis, Universidade do Rio Grande do Sul. Accessed December 03, 2020. http://hdl.handle.net/10183/61935.

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

MLA Handbook (7th Edition):

Marmitt, Juliano. “Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática.” 2012. Web. 03 Dec 2020.

Vancouver:

Marmitt J. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2012. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/10183/61935.

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

Council of Science Editors:

Marmitt J. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática. [Thesis]. Universidade do Rio Grande do Sul; 2012. Available from: http://hdl.handle.net/10183/61935

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


Universidade do Rio Grande do Sul

4. Milach, Felipe Tavares. Estimação da volatilidade : uma aplicação utilizando dados intradiários.

Degree: 2010, Universidade do Rio Grande do Sul

O estudo da volatilidade dos retornos dos ativos ocupa um lugar de destaque dentro da moderna teoria de finanças. Tradicionalmente, os modelos empregados para a… (more)

Subjects/Keywords: Volatility; Bolsa de valores; Mercado financeiro; GARCH models; Volatilidade; Realized variance; Forecasting; Financas : Acoes : Investimentos

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

APA (6th Edition):

Milach, F. T. (2010). Estimação da volatilidade : uma aplicação utilizando dados intradiários. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/25153

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):

Milach, Felipe Tavares. “Estimação da volatilidade : uma aplicação utilizando dados intradiários.” 2010. Thesis, Universidade do Rio Grande do Sul. Accessed December 03, 2020. http://hdl.handle.net/10183/25153.

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

MLA Handbook (7th Edition):

Milach, Felipe Tavares. “Estimação da volatilidade : uma aplicação utilizando dados intradiários.” 2010. Web. 03 Dec 2020.

Vancouver:

Milach FT. Estimação da volatilidade : uma aplicação utilizando dados intradiários. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2010. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/10183/25153.

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

Council of Science Editors:

Milach FT. Estimação da volatilidade : uma aplicação utilizando dados intradiários. [Thesis]. Universidade do Rio Grande do Sul; 2010. Available from: http://hdl.handle.net/10183/25153

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


University of Washington

5. Donhauser, Brian James. Jump Variation in High-Frequency Asset Returns: New Estimation Methods.

Degree: PhD, 2013, University of Washington

 A large literature has emerged in the last 10 years using high-frequency (intraday) asset returns to estimate lower-frequency phenomena, several of which being conditional daily… (more)

Subjects/Keywords: Bayesian inference; integrated variance; jump process; realized variance; sparsity; stochastic volatility; Finance; Economic theory; Statistics; Economics

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APA (6th Edition):

Donhauser, B. J. (2013). Jump Variation in High-Frequency Asset Returns: New Estimation Methods. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/21747

Chicago Manual of Style (16th Edition):

Donhauser, Brian James. “Jump Variation in High-Frequency Asset Returns: New Estimation Methods.” 2013. Doctoral Dissertation, University of Washington. Accessed December 03, 2020. http://hdl.handle.net/1773/21747.

MLA Handbook (7th Edition):

Donhauser, Brian James. “Jump Variation in High-Frequency Asset Returns: New Estimation Methods.” 2013. Web. 03 Dec 2020.

Vancouver:

Donhauser BJ. Jump Variation in High-Frequency Asset Returns: New Estimation Methods. [Internet] [Doctoral dissertation]. University of Washington; 2013. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/1773/21747.

Council of Science Editors:

Donhauser BJ. Jump Variation in High-Frequency Asset Returns: New Estimation Methods. [Doctoral Dissertation]. University of Washington; 2013. Available from: http://hdl.handle.net/1773/21747


University of Rochester

6. Lee, Tae Suk (1976 - ); Ploberger, Werner. Essays in econometrics and time-series analysis.

Degree: PhD, 2010, University of Rochester

 This dissertation consists of two essays dealing respectively with estimation of volatility and test for a jump using high frequency data. Chapter 1 investigates the… (more)

Subjects/Keywords: High frequency data; Realized variance; Market microstructure noise; Jump; Likelihood test

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APA (6th Edition):

Lee, Tae Suk (1976 - ); Ploberger, W. (2010). Essays in econometrics and time-series analysis. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/12745

Chicago Manual of Style (16th Edition):

Lee, Tae Suk (1976 - ); Ploberger, Werner. “Essays in econometrics and time-series analysis.” 2010. Doctoral Dissertation, University of Rochester. Accessed December 03, 2020. http://hdl.handle.net/1802/12745.

MLA Handbook (7th Edition):

Lee, Tae Suk (1976 - ); Ploberger, Werner. “Essays in econometrics and time-series analysis.” 2010. Web. 03 Dec 2020.

Vancouver:

Lee, Tae Suk (1976 - ); Ploberger W. Essays in econometrics and time-series analysis. [Internet] [Doctoral dissertation]. University of Rochester; 2010. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/1802/12745.

Council of Science Editors:

Lee, Tae Suk (1976 - ); Ploberger W. Essays in econometrics and time-series analysis. [Doctoral Dissertation]. University of Rochester; 2010. Available from: http://hdl.handle.net/1802/12745


Uppsala University

7. Hartman, Joel. Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities.

Degree: Statistics, 2012, Uppsala University

Subjects/Keywords: Volatility forecasts; GARCH(1; 1); Realized Variance; Mincer-Zarnowitz regression

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APA (6th Edition):

Hartman, J. (2012). Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-178120

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):

Hartman, Joel. “Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities.” 2012. Thesis, Uppsala University. Accessed December 03, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-178120.

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

MLA Handbook (7th Edition):

Hartman, Joel. “Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities.” 2012. Web. 03 Dec 2020.

Vancouver:

Hartman J. Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities. [Internet] [Thesis]. Uppsala University; 2012. [cited 2020 Dec 03]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-178120.

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

Council of Science Editors:

Hartman J. Evaluating forecasts from the GARCH(1,1)-model for Swedish Equities. [Thesis]. Uppsala University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-178120

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


Duke University

8. Huang, Xin. Financial Market Volatility and Jumps .

Degree: 2007, Duke University

 This dissertation consists of three related chapters that study financial market volatility, jumps and the economic factors behind them. Each of the chapters analyzes a… (more)

Subjects/Keywords: Stochastic Volatility; Jump; Realized Variance; Bipower Variation; Macroeconomic News Announcements; Economic Derivatives

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APA (6th Edition):

Huang, X. (2007). Financial Market Volatility and Jumps . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/194

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):

Huang, Xin. “Financial Market Volatility and Jumps .” 2007. Thesis, Duke University. Accessed December 03, 2020. http://hdl.handle.net/10161/194.

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

MLA Handbook (7th Edition):

Huang, Xin. “Financial Market Volatility and Jumps .” 2007. Web. 03 Dec 2020.

Vancouver:

Huang X. Financial Market Volatility and Jumps . [Internet] [Thesis]. Duke University; 2007. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/10161/194.

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

Council of Science Editors:

Huang X. Financial Market Volatility and Jumps . [Thesis]. Duke University; 2007. Available from: http://hdl.handle.net/10161/194

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


AUT University

9. Roslan, Teh Raihana Nazirah binti. Pricing variance swaps under stochastic volatility and stochastic interest rate .

Degree: AUT University

 In this thesis, we study the issue of pricing discretely-sampled variance swaps under stochastic volatility and stochastic interest rate. In particular, our modeling framework consists… (more)

Subjects/Keywords: Variance swaps; Realized variance; Heston-CIR model; Volatility derivatives; Stochastic volatility; Stochastic interest rate

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APA (6th Edition):

Roslan, T. R. N. b. (n.d.). Pricing variance swaps under stochastic volatility and stochastic interest rate . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/9825

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Roslan, Teh Raihana Nazirah binti. “Pricing variance swaps under stochastic volatility and stochastic interest rate .” Thesis, AUT University. Accessed December 03, 2020. http://hdl.handle.net/10292/9825.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Roslan, Teh Raihana Nazirah binti. “Pricing variance swaps under stochastic volatility and stochastic interest rate .” Web. 03 Dec 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Roslan TRNb. Pricing variance swaps under stochastic volatility and stochastic interest rate . [Internet] [Thesis]. AUT University; [cited 2020 Dec 03]. Available from: http://hdl.handle.net/10292/9825.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Roslan TRNb. Pricing variance swaps under stochastic volatility and stochastic interest rate . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/9825

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

10. Ezpeleta, Emilio Vega. Modeling volatility for the Swedish stock market.

Degree: Statistics, 2016, Uppsala University

  This thesis will investigate if adding an exogenous variable (implied volatility) to the variance equation will increase the performance for the GARCH(1,1) and EGARCH(1,1)… (more)

Subjects/Keywords: GARCH; Conditional variance; Realized variance; Implied volatility; Forecasting volatility; Heteroskedasticity; Time series

…unobservable variable. (Andersen and Bollerslev 1998) suggested the realized variance as an… …the realized variance. To evaluate the models, two different methods will be used. The first… …Realized variance The daily realized variance is constructed by summing intraday squared returns… …the implied volatility also will be evaluated with the realized variance 18 (16)… …realized variance is gathered from the Esignal database in 10 min interval. The returns are… 

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APA (6th Edition):

Ezpeleta, E. V. (2016). Modeling volatility for the Swedish stock market. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-275065

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):

Ezpeleta, Emilio Vega. “Modeling volatility for the Swedish stock market.” 2016. Thesis, Uppsala University. Accessed December 03, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-275065.

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

MLA Handbook (7th Edition):

Ezpeleta, Emilio Vega. “Modeling volatility for the Swedish stock market.” 2016. Web. 03 Dec 2020.

Vancouver:

Ezpeleta EV. Modeling volatility for the Swedish stock market. [Internet] [Thesis]. Uppsala University; 2016. [cited 2020 Dec 03]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-275065.

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

Council of Science Editors:

Ezpeleta EV. Modeling volatility for the Swedish stock market. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-275065

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


Uppsala University

11. Börjesson, Carl. Univariate GARCH models with realized variance.

Degree: Statistics, 2019, Uppsala University

  This essay investigates how realized variance affects the GARCH-models (GARCH, EGARCH, GJRGARCH) when added as an external regressor. The GARCH models are estimated with… (more)

Subjects/Keywords: GARCH; EGARCH; GJRGARCH; external regressor; realized variance; volatility; Value at Risk; nig; Normal inverse gaussian; std; Student’s t distribution; norm; Normal distribution; rugarch; rolling forecast; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Börjesson, C. (2019). Univariate GARCH models with realized variance. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073

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):

Börjesson, Carl. “Univariate GARCH models with realized variance.” 2019. Thesis, Uppsala University. Accessed December 03, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073.

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

MLA Handbook (7th Edition):

Börjesson, Carl. “Univariate GARCH models with realized variance.” 2019. Web. 03 Dec 2020.

Vancouver:

Börjesson C. Univariate GARCH models with realized variance. [Internet] [Thesis]. Uppsala University; 2019. [cited 2020 Dec 03]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073.

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

Council of Science Editors:

Börjesson C. Univariate GARCH models with realized variance. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073

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

12. Couleau, Anabelle. Price jumps and volatility in U.S. agricultural futures markets.

Degree: PhD, Agricultural & Applied Econ, 2019, University of Illinois – Urbana-Champaign

 Agricultural commodity futures markets have changed with the arrival of electronic trading. Electronic trading platforms have facilitated the emergence of automated systems in these markets… (more)

Subjects/Keywords: Live cattle; futures; microstructure; noise; realized volatility; integrated variance; corn futures; intraday; price jumps; jump risk; information shocks; nonparametric test; agricultural commodity; heterogeneous autoregressive model; artificial neural network; forecasting; long-memory; nonlinearities.

…distort the measure of price realized variance (RV) at a one-second sampling frequency… …slaughter supply variables. This confirms that the presence of LPM reduces realized variance and… …semiparametric methods, this article generates the realized variance (RV) of observed prices… …CME and cattle producers to reduce realized variance in hopes of reducing market execution… …risk. Realized variance can be decomposed into its two components. Noise bias (NB)… 

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APA (6th Edition):

Couleau, A. (2019). Price jumps and volatility in U.S. agricultural futures markets. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/105638

Chicago Manual of Style (16th Edition):

Couleau, Anabelle. “Price jumps and volatility in U.S. agricultural futures markets.” 2019. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed December 03, 2020. http://hdl.handle.net/2142/105638.

MLA Handbook (7th Edition):

Couleau, Anabelle. “Price jumps and volatility in U.S. agricultural futures markets.” 2019. Web. 03 Dec 2020.

Vancouver:

Couleau A. Price jumps and volatility in U.S. agricultural futures markets. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2019. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2142/105638.

Council of Science Editors:

Couleau A. Price jumps and volatility in U.S. agricultural futures markets. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2019. Available from: http://hdl.handle.net/2142/105638


University of Florida

13. Hrycyshyn, Gabrielle E. Survival Probabilities and Density of Four Sympatric Species of Freshwater Turtles in Florida.

Degree: MS, Interdisciplinary Ecology, 2007, University of Florida

 Turtles are important, and often neglected, components of their ecosystems, and many turtle species are endangered. I studied four species of common freshwater turtles over… (more)

Subjects/Keywords: Biomass; Density estimation; Female animals; Geometric mean; Lagoons; Population estimates; Population growth rate; Sex ratio; Species; Turtles; 2000, 2001, 2002, 2003, 2004, 2005, abundance, aic, akaike, apalone, apopka, apparent, barrier, bellied, belly, biomass, capture, carapace, chelydra, chicken, chrysea, cjs, cmr, common, cooter, cooters, cormack, criterion, decrease, deirochelys, demographic, density, eared, elegans, emigrating, emigration, emmigrating, emmigration, emydid, eutrophication, female, ferox, fertilizer, fit, florida, floridana, fluctuation, freshwater, geometric, goodness, growth, hydrilla, immigrating, immigration, increase, information, invasive, inverse, iteroparous, jolly, kinosternid, lambda, late, loggerhead, male, mark, mass, maturity, mean, migrating, migration, minor, model, musk, nelsoni, nitrate, odoratus, osceola, overdispersion, park, peninsula, peninsularis, plastron, pollution, population, pradel, program, pseudemys, qaic, rainbow, rate, ratio, realized, recapture, red, redbellied, redbelly, regression, release, reticularia, reverse, robust, rock, rsrsp, run, scripta, seber, septic, serpentina, sex, sexual, shell, silt, silting, slider, sliders, snapping, softshell, spring, springs, state, sternotherus, stinkpot, survival, survive, sympatric, tank, temporal, time, trachemys, turbidity, turtle, turtles, variance, verticillata, weed, weighted, wekiva, wekiwa, wssp; Wekiwa Springs State Park ( local )

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APA (6th Edition):

Hrycyshyn, G. E. (2007). Survival Probabilities and Density of Four Sympatric Species of Freshwater Turtles in Florida. (Masters Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0021036

Chicago Manual of Style (16th Edition):

Hrycyshyn, Gabrielle E. “Survival Probabilities and Density of Four Sympatric Species of Freshwater Turtles in Florida.” 2007. Masters Thesis, University of Florida. Accessed December 03, 2020. https://ufdc.ufl.edu/UFE0021036.

MLA Handbook (7th Edition):

Hrycyshyn, Gabrielle E. “Survival Probabilities and Density of Four Sympatric Species of Freshwater Turtles in Florida.” 2007. Web. 03 Dec 2020.

Vancouver:

Hrycyshyn GE. Survival Probabilities and Density of Four Sympatric Species of Freshwater Turtles in Florida. [Internet] [Masters thesis]. University of Florida; 2007. [cited 2020 Dec 03]. Available from: https://ufdc.ufl.edu/UFE0021036.

Council of Science Editors:

Hrycyshyn GE. Survival Probabilities and Density of Four Sympatric Species of Freshwater Turtles in Florida. [Masters Thesis]. University of Florida; 2007. Available from: https://ufdc.ufl.edu/UFE0021036

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