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You searched for subject:(Volatility). Showing records 1 – 30 of 1572 total matches.

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Cornell University

1. Hsieh, Peilin. Three Essays On Volatility.

Degree: PhD, Economics, 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. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/34067

Chicago Manual of Style (16th Edition):

Hsieh, Peilin. “Three Essays On Volatility.” 2013. Doctoral Dissertation, Cornell University. Accessed April 11, 2021. http://hdl.handle.net/1813/34067.

MLA Handbook (7th Edition):

Hsieh, Peilin. “Three Essays On Volatility.” 2013. Web. 11 Apr 2021.

Vancouver:

Hsieh P. Three Essays On Volatility. [Internet] [Doctoral dissertation]. Cornell University; 2013. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1813/34067.

Council of Science Editors:

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


University of Saskatchewan

2. Ezeonyeka, Arinze. Is the VIX a Reliable Indicator of Stock Market Volatility?.

Degree: 2018, University of Saskatchewan

 This thesis examines the reliability of the Chicago Board Options Exchange Volatility Index (VIX) as an indicator of realized stock market volatility. The VIX is… (more)

Subjects/Keywords: VIX; volatility; range; volatility index

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APA (6th Edition):

Ezeonyeka, A. (2018). Is the VIX a Reliable Indicator of Stock Market Volatility?. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/11839

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):

Ezeonyeka, Arinze. “Is the VIX a Reliable Indicator of Stock Market Volatility?.” 2018. Thesis, University of Saskatchewan. Accessed April 11, 2021. http://hdl.handle.net/10388/11839.

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

MLA Handbook (7th Edition):

Ezeonyeka, Arinze. “Is the VIX a Reliable Indicator of Stock Market Volatility?.” 2018. Web. 11 Apr 2021.

Vancouver:

Ezeonyeka A. Is the VIX a Reliable Indicator of Stock Market Volatility?. [Internet] [Thesis]. University of Saskatchewan; 2018. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/10388/11839.

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

Council of Science Editors:

Ezeonyeka A. Is the VIX a Reliable Indicator of Stock Market Volatility?. [Thesis]. University of Saskatchewan; 2018. Available from: http://hdl.handle.net/10388/11839

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


Università della Svizzera italiana

3. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

La Vecchia D. Contributions to robustness theory. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2021 Apr 11]. 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

4. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Sampietro S. Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. [Internet] [Thesis]. Università della Svizzera italiana; 2004. [cited 2021 Apr 11]. 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


University of Colorado

5. 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 April 11, 2021. https://scholar.colorado.edu/fnce_gradetds/2.

MLA Handbook (7th Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Web. 11 Apr 2021.

Vancouver:

Park Y. Two Essays on Options Market. [Internet] [Doctoral dissertation]. University of Colorado; 2011. [cited 2021 Apr 11]. 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


McMaster University

6. ZHANG, ZEHUA. Three Essays on Stochastic Volatility with Volatility Measures.

Degree: PhD, 2020, McMaster University

This thesis studies realized volatility (RV), implied volatility (IV) and their applications in stochastic volatility models. The first essay uses both daytime and overnight high-frequency… (more)

Subjects/Keywords: Stochastic Volatility; Realized Volatility; Bayesian MCMC; Implied Volatility; Volatility forecasting; Overnight Volatility

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

APA (6th Edition):

ZHANG, Z. (2020). Three Essays on Stochastic Volatility with Volatility Measures. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/25907

Chicago Manual of Style (16th Edition):

ZHANG, ZEHUA. “Three Essays on Stochastic Volatility with Volatility Measures.” 2020. Doctoral Dissertation, McMaster University. Accessed April 11, 2021. http://hdl.handle.net/11375/25907.

MLA Handbook (7th Edition):

ZHANG, ZEHUA. “Three Essays on Stochastic Volatility with Volatility Measures.” 2020. Web. 11 Apr 2021.

Vancouver:

ZHANG Z. Three Essays on Stochastic Volatility with Volatility Measures. [Internet] [Doctoral dissertation]. McMaster University; 2020. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/11375/25907.

Council of Science Editors:

ZHANG Z. Three Essays on Stochastic Volatility with Volatility Measures. [Doctoral Dissertation]. McMaster University; 2020. Available from: http://hdl.handle.net/11375/25907

7. 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 April 11, 2021. http://hdl.handle.net/10063/6405.

MLA Handbook (7th Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Web. 11 Apr 2021.

Vancouver:

Yaghoubi M. Three Essays on Capital Structure. [Internet] [Doctoral dissertation]. Victoria University of Wellington; 2017. [cited 2021 Apr 11]. 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


Queens University

8. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Gao R. Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . [Internet] [Thesis]. Queens University; 2014. [cited 2021 Apr 11]. 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


Università della Svizzera italiana

9. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Bakanova A. The futures price volatility in the crude oil market. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2021 Apr 11]. 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


University of Debrecen

10. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Kerezsi J. A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2021 Apr 11]. 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

11. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2021 Apr 11]. 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

12. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Falakos MC. Can volatility based technical signals capture consistent abnormal equity index returns?. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2021 Apr 11]. 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


Queensland University of Technology

13. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Coleman-Fenn CA. Forecasting volatility and correlation : the role of option implied measures. [Internet] [Thesis]. Queensland University of Technology; 2012. [cited 2021 Apr 11]. 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

14. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2021 Apr 11]. 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

15. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Ahy N. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. [Internet] [Thesis]. Mälardalen University; 2018. [cited 2021 Apr 11]. 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


NSYSU

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

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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

CHANG I. Volatility Alpha Fund. [Internet] [Thesis]. NSYSU; 2009. [cited 2021 Apr 11]. 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

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

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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2021 Apr 11]. 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

18. 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 April 11, 2021. http://hdl.handle.net/1822/46456.

MLA Handbook (7th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Web. 11 Apr 2021.

Vancouver:

Costa FJM. Forecasting volatility using GARCH models . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2021 Apr 11]. 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


Carnegie Mellon University

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

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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Karnezi E. Volatility and Chemical Aging of Atmospheric Organic Aerosol. [Internet] [Thesis]. Carnegie Mellon University; 2017. [cited 2021 Apr 11]. 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


University of Alberta

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

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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Bullock DS. Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2021 Apr 11]. 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

21. Seegert, Nathan. Tax-Revenue Volatility and Dynamic Systems of Cities.

Degree: PhD, Economics, 2013, University of Michigan

 With the increased demands of state and local governments, economists have been addressing a number of new research questions for example; new tradeoffs in taxation,… (more)

Subjects/Keywords: Tax Revenue Volatility; Economics; Business

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

APA (6th Edition):

Seegert, N. (2013). Tax-Revenue Volatility and Dynamic Systems of Cities. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/97950

Chicago Manual of Style (16th Edition):

Seegert, Nathan. “Tax-Revenue Volatility and Dynamic Systems of Cities.” 2013. Doctoral Dissertation, University of Michigan. Accessed April 11, 2021. http://hdl.handle.net/2027.42/97950.

MLA Handbook (7th Edition):

Seegert, Nathan. “Tax-Revenue Volatility and Dynamic Systems of Cities.” 2013. Web. 11 Apr 2021.

Vancouver:

Seegert N. Tax-Revenue Volatility and Dynamic Systems of Cities. [Internet] [Doctoral dissertation]. University of Michigan; 2013. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/2027.42/97950.

Council of Science Editors:

Seegert N. Tax-Revenue Volatility and Dynamic Systems of Cities. [Doctoral Dissertation]. University of Michigan; 2013. Available from: http://hdl.handle.net/2027.42/97950


Addis Ababa University

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

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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Internet] [Thesis]. Addis Ababa University; 2012. [cited 2021 Apr 11]. 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

23. 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 April 11, 2021. 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. 11 Apr 2021.

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 2021 Apr 11]. 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

24. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Wanjiru wR. Impact of inflation volatility and economic growth on foreign direct investment in Kenya . [Internet] [Thesis]. University of Nairobi; 2014. [cited 2021 Apr 11]. 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

25. 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 April 11, 2021. 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. 11 Apr 2021.

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 2021 Apr 11]. 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


University of Wollongong

26. Kosapattarapim, Chaiwat. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.

Degree: Doctor of Philosophy, 2013, University of Wollongong

  The volatility modeling and forecasting of returns are essential for many areas of econometric and financial analysis. Volatility forecasting dramatically affects financial decisions, such… (more)

Subjects/Keywords: volatility; GARCH; cointegration; VaR model

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APA (6th Edition):

Kosapattarapim, C. (2013). Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. (Doctoral Dissertation). University of Wollongong. Retrieved from 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999

Chicago Manual of Style (16th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Doctoral Dissertation, University of Wollongong. Accessed April 11, 2021. 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999.

MLA Handbook (7th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Web. 11 Apr 2021.

Vancouver:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Internet] [Doctoral dissertation]. University of Wollongong; 2013. [cited 2021 Apr 11]. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999.

Council of Science Editors:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Doctoral Dissertation]. University of Wollongong; 2013. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999


Universidade Nova

27. 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 April 11, 2021. 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. 11 Apr 2021.

Vancouver:

Nunes DAPA. Differences in the prices of physical ETF’s and synthetic ETF’s. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2021 Apr 11]. 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


University of Ottawa

28. Luo, Ling. High Quantile Estimation for some Stochastic Volatility Models .

Degree: 2011, University of Ottawa

 In this thesis we consider estimation of the tail index for heavy tailed stochastic volatility models with long memory. We prove a central limit theorem… (more)

Subjects/Keywords: stochastic volatility; long memory

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APA (6th Edition):

Luo, L. (2011). High Quantile Estimation for some Stochastic Volatility Models . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/20295

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):

Luo, Ling. “High Quantile Estimation for some Stochastic Volatility Models .” 2011. Thesis, University of Ottawa. Accessed April 11, 2021. http://hdl.handle.net/10393/20295.

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

MLA Handbook (7th Edition):

Luo, Ling. “High Quantile Estimation for some Stochastic Volatility Models .” 2011. Web. 11 Apr 2021.

Vancouver:

Luo L. High Quantile Estimation for some Stochastic Volatility Models . [Internet] [Thesis]. University of Ottawa; 2011. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/10393/20295.

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

Council of Science Editors:

Luo L. High Quantile Estimation for some Stochastic Volatility Models . [Thesis]. University of Ottawa; 2011. Available from: http://hdl.handle.net/10393/20295

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


University of Manitoba

29. Fu, Chengbo. Three essays on stock market volatility.

Degree: Management, 2019, University of Manitoba

 This dissertation consists of three essays on stock market volatility. In the first essay, we show that investors will have the information in the idiosyncratic… (more)

Subjects/Keywords: Stock Market Volatility; Stock Returns

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APA (6th Edition):

Fu, C. (2019). Three essays on stock market volatility. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/33816

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):

Fu, Chengbo. “Three essays on stock market volatility.” 2019. Thesis, University of Manitoba. Accessed April 11, 2021. http://hdl.handle.net/1993/33816.

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

MLA Handbook (7th Edition):

Fu, Chengbo. “Three essays on stock market volatility.” 2019. Web. 11 Apr 2021.

Vancouver:

Fu C. Three essays on stock market volatility. [Internet] [Thesis]. University of Manitoba; 2019. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1993/33816.

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

Council of Science Editors:

Fu C. Three essays on stock market volatility. [Thesis]. University of Manitoba; 2019. Available from: http://hdl.handle.net/1993/33816

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


University of Exeter

30. Yang, Shuai. Jumps, realized volatility and value-at-risk.

Degree: PhD, 2012, University of Exeter

 This thesis consists of three research topics, which together study the related topics of volatility jumps, modeling volatility and forecasting Value-at-­Risk (VaR). The first topic… (more)

Subjects/Keywords: 332.642; volatility; Value at risk

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APA (6th Edition):

Yang, S. (2012). Jumps, realized volatility and value-at-risk. (Doctoral Dissertation). University of Exeter. Retrieved from https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124

Chicago Manual of Style (16th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Doctoral Dissertation, University of Exeter. Accessed April 11, 2021. https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124.

MLA Handbook (7th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Web. 11 Apr 2021.

Vancouver:

Yang S. Jumps, realized volatility and value-at-risk. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2021 Apr 11]. Available from: https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124.

Council of Science Editors:

Yang S. Jumps, realized volatility and value-at-risk. [Doctoral Dissertation]. University of Exeter; 2012. Available from: https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124

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