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You searched for subject:(VOLATILITY FINANCE ). Showing records 1 – 30 of 140 total matches.

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University of Colorado

1. 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 https://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 January 22, 2020. https://scholar.colorado.edu/fnce_gradetds/2.

MLA Handbook (7th Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Web. 22 Jan 2020.

Vancouver:

Park Y. Two Essays on Options Market. [Internet] [Doctoral dissertation]. University of Colorado; 2011. [cited 2020 Jan 22]. Available from: https://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: https://scholar.colorado.edu/fnce_gradetds/2


Temple University

2. Stetsyuk, Ivan. Essays on Information Asymmetry, Active Management, and Performance.

Degree: PhD, 2016, Temple University

Business Administration/Finance

Agency theory suggests that information asymmetry between mutual fund managers and mutual fund investors can be mitigated if managers are compensated for the… (more)

Subjects/Keywords: Finance;

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APA (6th Edition):

Stetsyuk, I. (2016). Essays on Information Asymmetry, Active Management, and Performance. (Doctoral Dissertation). Temple University. Retrieved from http://digital.library.temple.edu/u?/p245801coll10,403291

Chicago Manual of Style (16th Edition):

Stetsyuk, Ivan. “Essays on Information Asymmetry, Active Management, and Performance.” 2016. Doctoral Dissertation, Temple University. Accessed January 22, 2020. http://digital.library.temple.edu/u?/p245801coll10,403291.

MLA Handbook (7th Edition):

Stetsyuk, Ivan. “Essays on Information Asymmetry, Active Management, and Performance.” 2016. Web. 22 Jan 2020.

Vancouver:

Stetsyuk I. Essays on Information Asymmetry, Active Management, and Performance. [Internet] [Doctoral dissertation]. Temple University; 2016. [cited 2020 Jan 22]. Available from: http://digital.library.temple.edu/u?/p245801coll10,403291.

Council of Science Editors:

Stetsyuk I. Essays on Information Asymmetry, Active Management, and Performance. [Doctoral Dissertation]. Temple University; 2016. Available from: http://digital.library.temple.edu/u?/p245801coll10,403291


Case Western Reserve University

3. Chen, Huaizhi. Estimating Stochastic Volatility Using Particle Filters.

Degree: MSs, Applied Mathematics, 2009, Case Western Reserve University

 The value of financial derivatives such as options depends, among other things, on the volatility of the underlying asset. Estimating volatility from historic data on… (more)

Subjects/Keywords: Finance; Mathematics; Stochastic Volatility; Particle Filters

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APA (6th Edition):

Chen, H. (2009). Estimating Stochastic Volatility Using Particle Filters. (Masters Thesis). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250

Chicago Manual of Style (16th Edition):

Chen, Huaizhi. “Estimating Stochastic Volatility Using Particle Filters.” 2009. Masters Thesis, Case Western Reserve University. Accessed January 22, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250.

MLA Handbook (7th Edition):

Chen, Huaizhi. “Estimating Stochastic Volatility Using Particle Filters.” 2009. Web. 22 Jan 2020.

Vancouver:

Chen H. Estimating Stochastic Volatility Using Particle Filters. [Internet] [Masters thesis]. Case Western Reserve University; 2009. [cited 2020 Jan 22]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250.

Council of Science Editors:

Chen H. Estimating Stochastic Volatility Using Particle Filters. [Masters Thesis]. Case Western Reserve University; 2009. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1247125250


UCLA

4. Whang, Duke. Volatility at High Frequency.

Degree: Economics, 2012, UCLA

 The availability of software tools, high frequency data, andrecent advances in statistical inference all allow a greater study ofcontinuous-time models of price and volatility processes.This… (more)

Subjects/Keywords: Economics; Finance; Heston Model; Intraday Volatility

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APA (6th Edition):

Whang, D. (2012). Volatility at High Frequency. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/56x2f3km

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):

Whang, Duke. “Volatility at High Frequency.” 2012. Thesis, UCLA. Accessed January 22, 2020. http://www.escholarship.org/uc/item/56x2f3km.

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

MLA Handbook (7th Edition):

Whang, Duke. “Volatility at High Frequency.” 2012. Web. 22 Jan 2020.

Vancouver:

Whang D. Volatility at High Frequency. [Internet] [Thesis]. UCLA; 2012. [cited 2020 Jan 22]. Available from: http://www.escholarship.org/uc/item/56x2f3km.

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

Council of Science Editors:

Whang D. Volatility at High Frequency. [Thesis]. UCLA; 2012. Available from: http://www.escholarship.org/uc/item/56x2f3km

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


Duke University

5. Wang, Wenjing. Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions .

Degree: 2014, Duke University

  This dissertation presents the construction procedure of “high-frequency” daily measure of changes in housing valuations, and analyzes its return dynamics, as well as investigates… (more)

Subjects/Keywords: Economics; Finance; House Price Index; Volatility

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APA (6th Edition):

Wang, W. (2014). Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/8694

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):

Wang, Wenjing. “Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions .” 2014. Thesis, Duke University. Accessed January 22, 2020. http://hdl.handle.net/10161/8694.

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

MLA Handbook (7th Edition):

Wang, Wenjing. “Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions .” 2014. Web. 22 Jan 2020.

Vancouver:

Wang W. Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions . [Internet] [Thesis]. Duke University; 2014. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10161/8694.

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

Council of Science Editors:

Wang W. Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions . [Thesis]. Duke University; 2014. Available from: http://hdl.handle.net/10161/8694

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


University of Pennsylvania

6. Sangrey, Paul Michael. Uncertainty And Learning In Dynamic Financial Econometrics.

Degree: 2019, University of Pennsylvania

 Every day the news reminds us that we live in a complex, ever-changing world. Against that background, this dissertation studies the econometrics of the interaction… (more)

Subjects/Keywords: Density; Econometrics; Finance; Inference; Uncertainty; Volatility; Economics

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APA (6th Edition):

Sangrey, P. M. (2019). Uncertainty And Learning In Dynamic Financial Econometrics. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/3250

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):

Sangrey, Paul Michael. “Uncertainty And Learning In Dynamic Financial Econometrics.” 2019. Thesis, University of Pennsylvania. Accessed January 22, 2020. https://repository.upenn.edu/edissertations/3250.

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

MLA Handbook (7th Edition):

Sangrey, Paul Michael. “Uncertainty And Learning In Dynamic Financial Econometrics.” 2019. Web. 22 Jan 2020.

Vancouver:

Sangrey PM. Uncertainty And Learning In Dynamic Financial Econometrics. [Internet] [Thesis]. University of Pennsylvania; 2019. [cited 2020 Jan 22]. Available from: https://repository.upenn.edu/edissertations/3250.

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

Council of Science Editors:

Sangrey PM. Uncertainty And Learning In Dynamic Financial Econometrics. [Thesis]. University of Pennsylvania; 2019. Available from: https://repository.upenn.edu/edissertations/3250

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


University of St. Andrews

7. Tsujimoto, Tsunehiro. Calibration of the chaotic interest rate model .

Degree: 2010, University of St. Andrews

 In this thesis we establish a relationship between the Potential Approach to interest rates and the Market Models. This relationship allows us to derive the… (more)

Subjects/Keywords: Quantitative finance; Mathematical finance; Interest rate modelling; Potential approach; Stochastic volatility

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APA (6th Edition):

Tsujimoto, T. (2010). Calibration of the chaotic interest rate model . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/2568

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):

Tsujimoto, Tsunehiro. “Calibration of the chaotic interest rate model .” 2010. Thesis, University of St. Andrews. Accessed January 22, 2020. http://hdl.handle.net/10023/2568.

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

MLA Handbook (7th Edition):

Tsujimoto, Tsunehiro. “Calibration of the chaotic interest rate model .” 2010. Web. 22 Jan 2020.

Vancouver:

Tsujimoto T. Calibration of the chaotic interest rate model . [Internet] [Thesis]. University of St. Andrews; 2010. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10023/2568.

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

Council of Science Editors:

Tsujimoto T. Calibration of the chaotic interest rate model . [Thesis]. University of St. Andrews; 2010. Available from: http://hdl.handle.net/10023/2568

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


University of Oxford

8. Tao, Ming. Vanna-Volga and Karasinski Risk Correction Methods.

Degree: 2009, University of Oxford

 The Vanna-Volga (VV) method has been in wide use as one of the major tools for several years among foreign exchange (FX) trading desks. Despite… (more)

Subjects/Keywords: 519; Mathematical finance : Finance : Vanna-Volga : Finance : Greeks : Correction : Volatility : Numerical : Finite Difference : Calibration

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APA (6th Edition):

Tao, M. (2009). Vanna-Volga and Karasinski Risk Correction Methods. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:13b26eac-8e60-4e5e-8645-007dbcc2b6e0 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.526121

Chicago Manual of Style (16th Edition):

Tao, Ming. “Vanna-Volga and Karasinski Risk Correction Methods.” 2009. Doctoral Dissertation, University of Oxford. Accessed January 22, 2020. http://ora.ox.ac.uk/objects/uuid:13b26eac-8e60-4e5e-8645-007dbcc2b6e0 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.526121.

MLA Handbook (7th Edition):

Tao, Ming. “Vanna-Volga and Karasinski Risk Correction Methods.” 2009. Web. 22 Jan 2020.

Vancouver:

Tao M. Vanna-Volga and Karasinski Risk Correction Methods. [Internet] [Doctoral dissertation]. University of Oxford; 2009. [cited 2020 Jan 22]. Available from: http://ora.ox.ac.uk/objects/uuid:13b26eac-8e60-4e5e-8645-007dbcc2b6e0 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.526121.

Council of Science Editors:

Tao M. Vanna-Volga and Karasinski Risk Correction Methods. [Doctoral Dissertation]. University of Oxford; 2009. Available from: http://ora.ox.ac.uk/objects/uuid:13b26eac-8e60-4e5e-8645-007dbcc2b6e0 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.526121


Lincoln University

9. Wu, Ji. Stock volatility and asset pricing in the Hong Kong stock market.

Degree: 2011, Lincoln University

 This study provides a comprehensive investigation into the role of both total volatility (TV) and idiosyncratic volatility (IV) in asset pricing in the Hong Kong… (more)

Subjects/Keywords: idiosyncratic volatility; total volatility; asset pricing model; behavior finance; Hong Kong stock market

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APA (6th Edition):

Wu, J. (2011). Stock volatility and asset pricing in the Hong Kong stock market. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/4320

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):

Wu, Ji. “Stock volatility and asset pricing in the Hong Kong stock market.” 2011. Thesis, Lincoln University. Accessed January 22, 2020. http://hdl.handle.net/10182/4320.

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

MLA Handbook (7th Edition):

Wu, Ji. “Stock volatility and asset pricing in the Hong Kong stock market.” 2011. Web. 22 Jan 2020.

Vancouver:

Wu J. Stock volatility and asset pricing in the Hong Kong stock market. [Internet] [Thesis]. Lincoln University; 2011. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10182/4320.

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

Council of Science Editors:

Wu J. Stock volatility and asset pricing in the Hong Kong stock market. [Thesis]. Lincoln University; 2011. Available from: http://hdl.handle.net/10182/4320

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


University of California – Santa Cruz

10. Asensio, Ivan Oscar. Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility.

Degree: Economics, 2013, University of California – Santa Cruz

 Chapter I contains a literature review on the forecast bias of implied volatility based on the two fundamental questions addressed in the literature. Does implied… (more)

Subjects/Keywords: Finance; Business; Economics, Commerce-Business; exchange rates; financial openness; implied volatility; options; VIX; volatility forecasting

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APA (6th Edition):

Asensio, I. O. (2013). Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility. (Thesis). University of California – Santa Cruz. Retrieved from http://www.escholarship.org/uc/item/5j25b8m5

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):

Asensio, Ivan Oscar. “Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility.” 2013. Thesis, University of California – Santa Cruz. Accessed January 22, 2020. http://www.escholarship.org/uc/item/5j25b8m5.

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

MLA Handbook (7th Edition):

Asensio, Ivan Oscar. “Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility.” 2013. Web. 22 Jan 2020.

Vancouver:

Asensio IO. Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility. [Internet] [Thesis]. University of California – Santa Cruz; 2013. [cited 2020 Jan 22]. Available from: http://www.escholarship.org/uc/item/5j25b8m5.

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

Council of Science Editors:

Asensio IO. Essays On The Persistence Of The Forecast Bias Of Option Implied Volatility. [Thesis]. University of California – Santa Cruz; 2013. Available from: http://www.escholarship.org/uc/item/5j25b8m5

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


University of New Orleans

11. Alsunbul, Saad A. Volatility Interruptions, idiosyncratic risk, and stock return.

Degree: PhD, Economics and Finance, 2019, University of New Orleans

  The objective of this paper is to examine the impact of implementing the static and dynamic volatility interruption rule on idiosyncratic volatility and stock… (more)

Subjects/Keywords: static volatility interruption, dynamic volatility interruption, conditional idiosyncratic volatility, volatility spill-over, stock return, market capitalization; Finance and Financial Management; Portfolio and Security Analysis

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APA (6th Edition):

Alsunbul, S. A. (2019). Volatility Interruptions, idiosyncratic risk, and stock return. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/2580

Chicago Manual of Style (16th Edition):

Alsunbul, Saad A. “Volatility Interruptions, idiosyncratic risk, and stock return.” 2019. Doctoral Dissertation, University of New Orleans. Accessed January 22, 2020. https://scholarworks.uno.edu/td/2580.

MLA Handbook (7th Edition):

Alsunbul, Saad A. “Volatility Interruptions, idiosyncratic risk, and stock return.” 2019. Web. 22 Jan 2020.

Vancouver:

Alsunbul SA. Volatility Interruptions, idiosyncratic risk, and stock return. [Internet] [Doctoral dissertation]. University of New Orleans; 2019. [cited 2020 Jan 22]. Available from: https://scholarworks.uno.edu/td/2580.

Council of Science Editors:

Alsunbul SA. Volatility Interruptions, idiosyncratic risk, and stock return. [Doctoral Dissertation]. University of New Orleans; 2019. Available from: https://scholarworks.uno.edu/td/2580

12. Asciuto, Joseph H. Financial Openness and Trade Volatility in Argentina.

Degree: MSIDEC, Economics, 2016, University of San Francisco

  This paper will identify the relationship between financial openness and trade volatility in Argentina. Data spanning 1970-2011 provided by the IMF, WTO, and INDEC… (more)

Subjects/Keywords: Financial Openness; Trade Volatility; Trade; Argentina; Finance; International Economics; Macroeconomics

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APA (6th Edition):

Asciuto, J. H. (2016). Financial Openness and Trade Volatility in Argentina. (Thesis). University of San Francisco. Retrieved from https://repository.usfca.edu/thes/178

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):

Asciuto, Joseph H. “Financial Openness and Trade Volatility in Argentina.” 2016. Thesis, University of San Francisco. Accessed January 22, 2020. https://repository.usfca.edu/thes/178.

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

MLA Handbook (7th Edition):

Asciuto, Joseph H. “Financial Openness and Trade Volatility in Argentina.” 2016. Web. 22 Jan 2020.

Vancouver:

Asciuto JH. Financial Openness and Trade Volatility in Argentina. [Internet] [Thesis]. University of San Francisco; 2016. [cited 2020 Jan 22]. Available from: https://repository.usfca.edu/thes/178.

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

Council of Science Editors:

Asciuto JH. Financial Openness and Trade Volatility in Argentina. [Thesis]. University of San Francisco; 2016. Available from: https://repository.usfca.edu/thes/178

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


University of Pennsylvania

13. Segal, Gill. Essays in Asset Pricing and Volatility Risk.

Degree: 2016, University of Pennsylvania

 In the first chapter (``Good and Bad Uncertainty: Macroeconomic and Financial Market Implications'' with Ivan Shaliastovich and Amir Yaron) we decompose aggregate uncertainty into `good'… (more)

Subjects/Keywords: Asset Pricing; Economic growth; Volatility; Finance and Financial Management

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APA (6th Edition):

Segal, G. (2016). Essays in Asset Pricing and Volatility Risk. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/1996

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):

Segal, Gill. “Essays in Asset Pricing and Volatility Risk.” 2016. Thesis, University of Pennsylvania. Accessed January 22, 2020. https://repository.upenn.edu/edissertations/1996.

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

MLA Handbook (7th Edition):

Segal, Gill. “Essays in Asset Pricing and Volatility Risk.” 2016. Web. 22 Jan 2020.

Vancouver:

Segal G. Essays in Asset Pricing and Volatility Risk. [Internet] [Thesis]. University of Pennsylvania; 2016. [cited 2020 Jan 22]. Available from: https://repository.upenn.edu/edissertations/1996.

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

Council of Science Editors:

Segal G. Essays in Asset Pricing and Volatility Risk. [Thesis]. University of Pennsylvania; 2016. Available from: https://repository.upenn.edu/edissertations/1996

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


UCLA

14. del Valle, Arturo. Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles.

Degree: Statistics, 2014, UCLA

 An algorithm is devised for clustering observations based on the densities of points within each individual observations. The Kernel Density Estimation Clustering Algorithm (KCA) performs… (more)

Subjects/Keywords: Statistics; Finance; Clustering; Implied Volatility; Kernel Density; Optimization; Options Pricing

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APA (6th Edition):

del Valle, A. (2014). Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/4r1124mq

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):

del Valle, Arturo. “Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles.” 2014. Thesis, UCLA. Accessed January 22, 2020. http://www.escholarship.org/uc/item/4r1124mq.

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

MLA Handbook (7th Edition):

del Valle, Arturo. “Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles.” 2014. Web. 22 Jan 2020.

Vancouver:

del Valle A. Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles. [Internet] [Thesis]. UCLA; 2014. [cited 2020 Jan 22]. Available from: http://www.escholarship.org/uc/item/4r1124mq.

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

Council of Science Editors:

del Valle A. Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles. [Thesis]. UCLA; 2014. Available from: http://www.escholarship.org/uc/item/4r1124mq

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


University of Western Ontario

15. Pypko, Sergii. Volatility Modelling with Applications to Equity and Foreign Exchange Markets.

Degree: 2016, University of Western Ontario

 My thesis consists of three chapters describing volatility forecasting during periods of financial booms and busts, the economic and statistical benefits of flexible data generating… (more)

Subjects/Keywords: volatility modelling; derivatives pricing; risk management; forecasting; Econometrics; Finance

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APA (6th Edition):

Pypko, S. (2016). Volatility Modelling with Applications to Equity and Foreign Exchange Markets. (Thesis). University of Western Ontario. Retrieved from https://ir.lib.uwo.ca/etd/4314

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):

Pypko, Sergii. “Volatility Modelling with Applications to Equity and Foreign Exchange Markets.” 2016. Thesis, University of Western Ontario. Accessed January 22, 2020. https://ir.lib.uwo.ca/etd/4314.

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

MLA Handbook (7th Edition):

Pypko, Sergii. “Volatility Modelling with Applications to Equity and Foreign Exchange Markets.” 2016. Web. 22 Jan 2020.

Vancouver:

Pypko S. Volatility Modelling with Applications to Equity and Foreign Exchange Markets. [Internet] [Thesis]. University of Western Ontario; 2016. [cited 2020 Jan 22]. Available from: https://ir.lib.uwo.ca/etd/4314.

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

Council of Science Editors:

Pypko S. Volatility Modelling with Applications to Equity and Foreign Exchange Markets. [Thesis]. University of Western Ontario; 2016. Available from: https://ir.lib.uwo.ca/etd/4314

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

16. Joseph, Charles. Multiscale modeling and analysis of option markets.

Degree: PhD, Applied Mathematics, 2014, Case Western Reserve University

 The fundamental question addressed in this thesis is: How does the mood of the traders affect a derivative markets? In lack of a reliable ground… (more)

Subjects/Keywords: Mathematics; Finance; Implied Volatility

…whiskers plots of the projections of the implied volatility surfaces for the bull market on the… …Box-and-whiskers plots of the projections of the implied volatility surfaces for the bear… …Box-and-whiskers plots of the projections of the implied volatility surfaces for the bull… …Box-and-whiskers plots of the projections of the implied volatility surfaces for the bear… …Box-and-whiskers plots of the projections of the implied volatility surfaces for the bull… 

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

APA (6th Edition):

Joseph, C. (2014). Multiscale modeling and analysis of option markets. (Doctoral Dissertation). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1396626935

Chicago Manual of Style (16th Edition):

Joseph, Charles. “Multiscale modeling and analysis of option markets.” 2014. Doctoral Dissertation, Case Western Reserve University. Accessed January 22, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1396626935.

MLA Handbook (7th Edition):

Joseph, Charles. “Multiscale modeling and analysis of option markets.” 2014. Web. 22 Jan 2020.

Vancouver:

Joseph C. Multiscale modeling and analysis of option markets. [Internet] [Doctoral dissertation]. Case Western Reserve University; 2014. [cited 2020 Jan 22]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1396626935.

Council of Science Editors:

Joseph C. Multiscale modeling and analysis of option markets. [Doctoral Dissertation]. Case Western Reserve University; 2014. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1396626935


University of Oregon

17. Eom, Chanyoung. Seasoned equity offerings and market volatility.

Degree: 2011, University of Oregon

 New equity shares are sold for raising capital via a primary seasoned equity offering (SEO). In their 2010 article, Murray Carlson, Adlai Fisher, and Ron… (more)

Subjects/Keywords: New equity shares; Market volatility; Seasoned equity offerings; Finance; Economics

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APA (6th Edition):

Eom, C. (2011). Seasoned equity offerings and market volatility. (Thesis). University of Oregon. Retrieved from http://hdl.handle.net/1794/11558

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):

Eom, Chanyoung. “Seasoned equity offerings and market volatility.” 2011. Thesis, University of Oregon. Accessed January 22, 2020. http://hdl.handle.net/1794/11558.

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

MLA Handbook (7th Edition):

Eom, Chanyoung. “Seasoned equity offerings and market volatility.” 2011. Web. 22 Jan 2020.

Vancouver:

Eom C. Seasoned equity offerings and market volatility. [Internet] [Thesis]. University of Oregon; 2011. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1794/11558.

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

Council of Science Editors:

Eom C. Seasoned equity offerings and market volatility. [Thesis]. University of Oregon; 2011. Available from: http://hdl.handle.net/1794/11558

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


Vanderbilt University

18. Pool, Veronika Krepely. Essays in Liquidity and Trading Activity.

Degree: PhD, Management, 2006, Vanderbilt University

 Three separate issues are studied in the three chapters of this thesis in connection with liquidity and trading activity in financial markets. The first chapter… (more)

Subjects/Keywords: Finance; Liquidity; Option Volume; Volatility

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APA (6th Edition):

Pool, V. K. (2006). Essays in Liquidity and Trading Activity. (Doctoral Dissertation). Vanderbilt University. Retrieved from http://etd.library.vanderbilt.edu/available/etd-08142006-234632/ ;

Chicago Manual of Style (16th Edition):

Pool, Veronika Krepely. “Essays in Liquidity and Trading Activity.” 2006. Doctoral Dissertation, Vanderbilt University. Accessed January 22, 2020. http://etd.library.vanderbilt.edu/available/etd-08142006-234632/ ;.

MLA Handbook (7th Edition):

Pool, Veronika Krepely. “Essays in Liquidity and Trading Activity.” 2006. Web. 22 Jan 2020.

Vancouver:

Pool VK. Essays in Liquidity and Trading Activity. [Internet] [Doctoral dissertation]. Vanderbilt University; 2006. [cited 2020 Jan 22]. Available from: http://etd.library.vanderbilt.edu/available/etd-08142006-234632/ ;.

Council of Science Editors:

Pool VK. Essays in Liquidity and Trading Activity. [Doctoral Dissertation]. Vanderbilt University; 2006. Available from: http://etd.library.vanderbilt.edu/available/etd-08142006-234632/ ;


Utah State University

19. Lai, Chaoqun. Essays on Investment Fluctuation and Market Volatility.

Degree: PhD, Economics and Finance, 2008, Utah State University

 This dissertation includes two different groups of objects in macroeconomics and financial economics. In macroeconomics, the aggregate investment fluctuation and its relation to an individual… (more)

Subjects/Keywords: Fluctuation; Investment; Volatility; Economics; Finance

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APA (6th Edition):

Lai, C. (2008). Essays on Investment Fluctuation and Market Volatility. (Doctoral Dissertation). Utah State University. Retrieved from https://digitalcommons.usu.edu/etd/200

Chicago Manual of Style (16th Edition):

Lai, Chaoqun. “Essays on Investment Fluctuation and Market Volatility.” 2008. Doctoral Dissertation, Utah State University. Accessed January 22, 2020. https://digitalcommons.usu.edu/etd/200.

MLA Handbook (7th Edition):

Lai, Chaoqun. “Essays on Investment Fluctuation and Market Volatility.” 2008. Web. 22 Jan 2020.

Vancouver:

Lai C. Essays on Investment Fluctuation and Market Volatility. [Internet] [Doctoral dissertation]. Utah State University; 2008. [cited 2020 Jan 22]. Available from: https://digitalcommons.usu.edu/etd/200.

Council of Science Editors:

Lai C. Essays on Investment Fluctuation and Market Volatility. [Doctoral Dissertation]. Utah State University; 2008. Available from: https://digitalcommons.usu.edu/etd/200


University of Toronto

20. Yu, Michael Yangmeng. Predicting the Volatility Index Returns Using Machine Learning.

Degree: 2017, University of Toronto

We probe how predictable the short term future behaviour of the Chicago Board Options Exchange (CBOE) Volatility Index (ticker symbol VIX) is given past market… (more)

Subjects/Keywords: ensemble method; finance; machine learning; VIX; volatility index; XGBoost; 0984

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APA (6th Edition):

Yu, M. Y. (2017). Predicting the Volatility Index Returns Using Machine Learning. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/79328

Chicago Manual of Style (16th Edition):

Yu, Michael Yangmeng. “Predicting the Volatility Index Returns Using Machine Learning.” 2017. Masters Thesis, University of Toronto. Accessed January 22, 2020. http://hdl.handle.net/1807/79328.

MLA Handbook (7th Edition):

Yu, Michael Yangmeng. “Predicting the Volatility Index Returns Using Machine Learning.” 2017. Web. 22 Jan 2020.

Vancouver:

Yu MY. Predicting the Volatility Index Returns Using Machine Learning. [Internet] [Masters thesis]. University of Toronto; 2017. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1807/79328.

Council of Science Editors:

Yu MY. Predicting the Volatility Index Returns Using Machine Learning. [Masters Thesis]. University of Toronto; 2017. Available from: http://hdl.handle.net/1807/79328


University of Kentucky

21. Riley, Timothy B. Two Essays on the Low Volatility Anomaly.

Degree: 2014, University of Kentucky

 I find the low volatility anomaly is present in all but the smallest of stocks. Portfolios can be formed on either total or idiosyncratic volatility(more)

Subjects/Keywords: Volatility; Idiosyncratic; Anomaly; Mutual Funds; Alpha; Finance and Financial Management

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APA (6th Edition):

Riley, T. B. (2014). Two Essays on the Low Volatility Anomaly. (Doctoral Dissertation). University of Kentucky. Retrieved from https://uknowledge.uky.edu/finance_etds/1

Chicago Manual of Style (16th Edition):

Riley, Timothy B. “Two Essays on the Low Volatility Anomaly.” 2014. Doctoral Dissertation, University of Kentucky. Accessed January 22, 2020. https://uknowledge.uky.edu/finance_etds/1.

MLA Handbook (7th Edition):

Riley, Timothy B. “Two Essays on the Low Volatility Anomaly.” 2014. Web. 22 Jan 2020.

Vancouver:

Riley TB. Two Essays on the Low Volatility Anomaly. [Internet] [Doctoral dissertation]. University of Kentucky; 2014. [cited 2020 Jan 22]. Available from: https://uknowledge.uky.edu/finance_etds/1.

Council of Science Editors:

Riley TB. Two Essays on the Low Volatility Anomaly. [Doctoral Dissertation]. University of Kentucky; 2014. Available from: https://uknowledge.uky.edu/finance_etds/1

22. Hu, Bing. Local Volatility Model With Stochastic Interest Rate.

Degree: MSc -MS, Applied and Industrial Mathematics, 2015, York University

 Many different models exist to describe the behaviour of asset prices and are used to value options on such an underlying asset. This report investigates… (more)

Subjects/Keywords: Mathematics; Finance; local volatility model; stochastic interest rate; Lipschitz interpolation

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APA (6th Edition):

Hu, B. (2015). Local Volatility Model With Stochastic Interest Rate. (Masters Thesis). York University. Retrieved from http://hdl.handle.net/10315/30721

Chicago Manual of Style (16th Edition):

Hu, Bing. “Local Volatility Model With Stochastic Interest Rate.” 2015. Masters Thesis, York University. Accessed January 22, 2020. http://hdl.handle.net/10315/30721.

MLA Handbook (7th Edition):

Hu, Bing. “Local Volatility Model With Stochastic Interest Rate.” 2015. Web. 22 Jan 2020.

Vancouver:

Hu B. Local Volatility Model With Stochastic Interest Rate. [Internet] [Masters thesis]. York University; 2015. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10315/30721.

Council of Science Editors:

Hu B. Local Volatility Model With Stochastic Interest Rate. [Masters Thesis]. York University; 2015. Available from: http://hdl.handle.net/10315/30721


Rice University

23. Balthrop, Justin. Essays on Financial Markets.

Degree: PhD, Business, 2019, Rice University

 This dissertation contains three chapters. In the first chapter, I test whether margin requirements cause asset price volatility. Using novel data on margin requirements and… (more)

Subjects/Keywords: finance; volatility; margin; credit default swaps; financial markets

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APA (6th Edition):

Balthrop, J. (2019). Essays on Financial Markets. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/105417

Chicago Manual of Style (16th Edition):

Balthrop, Justin. “Essays on Financial Markets.” 2019. Doctoral Dissertation, Rice University. Accessed January 22, 2020. http://hdl.handle.net/1911/105417.

MLA Handbook (7th Edition):

Balthrop, Justin. “Essays on Financial Markets.” 2019. Web. 22 Jan 2020.

Vancouver:

Balthrop J. Essays on Financial Markets. [Internet] [Doctoral dissertation]. Rice University; 2019. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1911/105417.

Council of Science Editors:

Balthrop J. Essays on Financial Markets. [Doctoral Dissertation]. Rice University; 2019. Available from: http://hdl.handle.net/1911/105417


University of North Texas

24. 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: Iron butterfly arbitrage; Market volatility; Arbitrage.; Options (Finance); Stock exchnages.

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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 January 22, 2020. 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. 22 Jan 2020.

Vancouver:

Kochan M. Information Content of Iron Butterfly Arbitrage Bounds. [Internet] [Thesis]. University of North Texas; 2016. [cited 2020 Jan 22]. 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


Florida International University

25. Xu, Li. On Emerging Asia-Pacific Equity Markets from the Perspective of the Dynamics of Mean and Volatility Spillovers.

Degree: PhD, Economics, 2015, Florida International University

  This dissertation investigates the dynamics of mean and volatility spillovers from the U.S. and three large (regional) Asia-Pacific stock markets to ten small (local)… (more)

Subjects/Keywords: Emerging markets; Volatility spillover; Markov switching; GARCH; Econometrics; Finance; International Economics

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APA (6th Edition):

Xu, L. (2015). On Emerging Asia-Pacific Equity Markets from the Perspective of the Dynamics of Mean and Volatility Spillovers. (Doctoral Dissertation). Florida International University. Retrieved from https://digitalcommons.fiu.edu/etd/2320 ; 10.25148/etd.FIDC000141 ; FIDC000141

Chicago Manual of Style (16th Edition):

Xu, Li. “On Emerging Asia-Pacific Equity Markets from the Perspective of the Dynamics of Mean and Volatility Spillovers.” 2015. Doctoral Dissertation, Florida International University. Accessed January 22, 2020. https://digitalcommons.fiu.edu/etd/2320 ; 10.25148/etd.FIDC000141 ; FIDC000141.

MLA Handbook (7th Edition):

Xu, Li. “On Emerging Asia-Pacific Equity Markets from the Perspective of the Dynamics of Mean and Volatility Spillovers.” 2015. Web. 22 Jan 2020.

Vancouver:

Xu L. On Emerging Asia-Pacific Equity Markets from the Perspective of the Dynamics of Mean and Volatility Spillovers. [Internet] [Doctoral dissertation]. Florida International University; 2015. [cited 2020 Jan 22]. Available from: https://digitalcommons.fiu.edu/etd/2320 ; 10.25148/etd.FIDC000141 ; FIDC000141.

Council of Science Editors:

Xu L. On Emerging Asia-Pacific Equity Markets from the Perspective of the Dynamics of Mean and Volatility Spillovers. [Doctoral Dissertation]. Florida International University; 2015. Available from: https://digitalcommons.fiu.edu/etd/2320 ; 10.25148/etd.FIDC000141 ; FIDC000141


Florida International University

26. Figueiredo, Antonio M. Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting.

Degree: PhD, Finance, 2016, Florida International University

Volatility is a fascinating and important topic for financial markets in general, and probably the single most important issue in financial risk management. Although… (more)

Subjects/Keywords: Volatility; Correlation; Equity; Foreign exchange; Accrual; Spreads; Finance and Financial Management

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APA (6th Edition):

Figueiredo, A. M. (2016). Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting. (Doctoral Dissertation). Florida International University. Retrieved from https://digitalcommons.fiu.edu/etd/2617 ; 10.25148/etd.FIDC000709 ; FIDC000709

Chicago Manual of Style (16th Edition):

Figueiredo, Antonio M. “Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting.” 2016. Doctoral Dissertation, Florida International University. Accessed January 22, 2020. https://digitalcommons.fiu.edu/etd/2617 ; 10.25148/etd.FIDC000709 ; FIDC000709.

MLA Handbook (7th Edition):

Figueiredo, Antonio M. “Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting.” 2016. Web. 22 Jan 2020.

Vancouver:

Figueiredo AM. Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting. [Internet] [Doctoral dissertation]. Florida International University; 2016. [cited 2020 Jan 22]. Available from: https://digitalcommons.fiu.edu/etd/2617 ; 10.25148/etd.FIDC000709 ; FIDC000709.

Council of Science Editors:

Figueiredo AM. Essays on Volatility Drivers, Transmissions and Equity Market Correlations in a Global Setting. [Doctoral Dissertation]. Florida International University; 2016. Available from: https://digitalcommons.fiu.edu/etd/2617 ; 10.25148/etd.FIDC000709 ; FIDC000709

27. Corbet, Shaen. Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity.

Degree: 2012, RIAN

 This thesis investigates the effects of the introduction of new financial derivative products on exchange volatility, efficiency and liquidity. The derivatives under primary investigation are… (more)

Subjects/Keywords: Economics, Finance & Accounting; new derivative introduction; exchange volatility; efficiency; liquidity

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APA (6th Edition):

Corbet, S. (2012). Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity. (Thesis). RIAN. Retrieved from http://eprints.maynoothuniversity.ie/4214/

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):

Corbet, Shaen. “Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity.” 2012. Thesis, RIAN. Accessed January 22, 2020. http://eprints.maynoothuniversity.ie/4214/.

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

MLA Handbook (7th Edition):

Corbet, Shaen. “Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity.” 2012. Web. 22 Jan 2020.

Vancouver:

Corbet S. Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity. [Internet] [Thesis]. RIAN; 2012. [cited 2020 Jan 22]. Available from: http://eprints.maynoothuniversity.ie/4214/.

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

Council of Science Editors:

Corbet S. Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity. [Thesis]. RIAN; 2012. Available from: http://eprints.maynoothuniversity.ie/4214/

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


University of Washington

28. Sun, Xiaolin. Essays on Applications of the Factor Model.

Degree: PhD, 2014, University of Washington

 Estimating the volatilities and correlations of asset returns plays an important role in portfolio and risk management. As of late, interest in the estimation of… (more)

Subjects/Keywords: Covariance Matrix; Factor Model; Volatility; Economics; Finance; economics

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APA (6th Edition):

Sun, X. (2014). Essays on Applications of the Factor Model. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/25083

Chicago Manual of Style (16th Edition):

Sun, Xiaolin. “Essays on Applications of the Factor Model.” 2014. Doctoral Dissertation, University of Washington. Accessed January 22, 2020. http://hdl.handle.net/1773/25083.

MLA Handbook (7th Edition):

Sun, Xiaolin. “Essays on Applications of the Factor Model.” 2014. Web. 22 Jan 2020.

Vancouver:

Sun X. Essays on Applications of the Factor Model. [Internet] [Doctoral dissertation]. University of Washington; 2014. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/1773/25083.

Council of Science Editors:

Sun X. Essays on Applications of the Factor Model. [Doctoral Dissertation]. University of Washington; 2014. Available from: http://hdl.handle.net/1773/25083

29. Collin, Erik. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA.

Degree: Business Administration, 2016, Umeå University

  With the surge of Internet-based corporate communication, organization, andinformation management, financial markets have undergone radical transformation. Inthe interconnected economy of today, market participants are… (more)

Subjects/Keywords: stock volatility; cyberattack; abnormal return; volatility; event study; information technology; US stock market; cybersecurity; reaction; financial impact; market efficiency; finance; fintech

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APA (6th Edition):

Collin, E. (2016). No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549

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):

Collin, Erik. “No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA.” 2016. Thesis, Umeå University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549.

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

MLA Handbook (7th Edition):

Collin, Erik. “No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA.” 2016. Web. 22 Jan 2020.

Vancouver:

Collin E. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA. [Internet] [Thesis]. Umeå University; 2016. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549.

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

Council of Science Editors:

Collin E. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-123549

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


Jönköping University

30. Gustafsson, Lars. Covered Warrants : How the Implied Volatility Changes Over Time.

Degree: Business Administration, 2005, Jönköping University

  Problem: Investors are dependent on the issuers’ valuation of covered warrants because the issuers also act as market makers. Hence it is crucial that… (more)

Subjects/Keywords: Covered Warrant; Finance; Volatility; Implied Volatility; Business studies; Företagsekonomi

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APA (6th Edition):

Gustafsson, L. (2005). Covered Warrants : How the Implied Volatility Changes Over Time. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260

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):

Gustafsson, Lars. “Covered Warrants : How the Implied Volatility Changes Over Time.” 2005. Thesis, Jönköping University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260.

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

MLA Handbook (7th Edition):

Gustafsson, Lars. “Covered Warrants : How the Implied Volatility Changes Over Time.” 2005. Web. 22 Jan 2020.

Vancouver:

Gustafsson L. Covered Warrants : How the Implied Volatility Changes Over Time. [Internet] [Thesis]. Jönköping University; 2005. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260.

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

Council of Science Editors:

Gustafsson L. Covered Warrants : How the Implied Volatility Changes Over Time. [Thesis]. Jönköping University; 2005. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-260

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

[1] [2] [3] [4] [5]

.