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Cornell University

1.
Hsieh, Peilin.
Three Essays On * Volatility*
.

Degree: 2013, Cornell University

URL: http://hdl.handle.net/1813/34067

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Thesis, Cornell University. Accessed September 21, 2019. http://hdl.handle.net/1813/34067.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Web. 21 Sep 2019.

Vancouver:

Hsieh P. Three Essays On Volatility . [Internet] [Thesis]. Cornell University; 2013. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/1813/34067.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Georgia

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

Degree: MS, Statistics, 2004, University of Georgia

URL: http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms

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

Subjects/Keywords: Volatility

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APA (6^{th} Edition):

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

Chicago Manual of Style (16^{th} Edition):

zhang, jidong. “Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004.” 2004. Masters Thesis, University of Georgia. Accessed September 21, 2019. http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms.

MLA Handbook (7^{th} Edition):

zhang, jidong. “Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004.” 2004. Web. 21 Sep 2019.

Vancouver:

zhang j. Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004. [Internet] [Masters thesis]. University of Georgia; 2004. [cited 2019 Sep 21]. Available from: http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms.

Council of Science Editors:

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

University of Colorado

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

Degree: PhD, Finance, 2011, University of Colorado

URL: http://scholar.colorado.edu/fnce_gradetds/2

► 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 (6^{th} Edition):

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

Chicago Manual of Style (16^{th} Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Doctoral Dissertation, University of Colorado. Accessed September 21, 2019. http://scholar.colorado.edu/fnce_gradetds/2.

MLA Handbook (7^{th} Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Web. 21 Sep 2019.

Vancouver:

Park Y. Two Essays on Options Market. [Internet] [Doctoral dissertation]. University of Colorado; 2011. [cited 2019 Sep 21]. Available from: http://scholar.colorado.edu/fnce_gradetds/2.

Council of Science Editors:

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

Università della Svizzera italiana

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

Degree: 2011, Università della Svizzera italiana

URL: http://doc.rero.ch/record/27095

► 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 (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

La Vecchia, Davide. “Contributions to robustness theory.” 2011. Thesis, Università della Svizzera italiana. Accessed September 21, 2019. http://doc.rero.ch/record/27095.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

La Vecchia, Davide. “Contributions to robustness theory.” 2011. Web. 21 Sep 2019.

Vancouver:

La Vecchia D. Contributions to robustness theory. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2019 Sep 21]. Available from: http://doc.rero.ch/record/27095.

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

Not specified: Masters Thesis or Doctoral Dissertation

Università della Svizzera italiana

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

Degree: 2004, Università della Svizzera italiana

URL: http://doc.rero.ch/record/4244

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Sampietro, Stefano. “Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.” 2004. Thesis, Università della Svizzera italiana. Accessed September 21, 2019. http://doc.rero.ch/record/4244.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Sampietro, Stefano. “Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.” 2004. Web. 21 Sep 2019.

Vancouver:

Sampietro S. Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. [Internet] [Thesis]. Università della Svizzera italiana; 2004. [cited 2019 Sep 21]. Available from: http://doc.rero.ch/record/4244.

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

Not specified: Masters Thesis or Doctoral Dissertation

Victoria University of Wellington

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

Degree: 2017, Victoria University of Wellington

URL: http://hdl.handle.net/10063/6405

► 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 (6^{th} 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 (16^{th} Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Doctoral Dissertation, Victoria University of Wellington. Accessed September 21, 2019. http://hdl.handle.net/10063/6405.

MLA Handbook (7^{th} Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Web. 21 Sep 2019.

Vancouver:

Yaghoubi M. Three Essays on Capital Structure. [Internet] [Doctoral dissertation]. Victoria University of Wellington; 2017. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/10063/6405.

Council of Science Editors:

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

Texas A&M University

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

Degree: 2008, Texas A&M University

URL: http://hdl.handle.net/1969.1/86017

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

Subjects/Keywords: Stochastic Volatility Models

Record Details Similar Records

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APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lee, Hyoung Il. “Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.” 2008. Thesis, Texas A&M University. Accessed September 21, 2019. http://hdl.handle.net/1969.1/86017.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lee, Hyoung Il. “Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.” 2008. Web. 21 Sep 2019.

Vancouver:

Lee HI. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. [Internet] [Thesis]. Texas A&M University; 2008. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/1969.1/86017.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Debrecen

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

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

URL: http://hdl.handle.net/2437/151075

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Kerezsi, János. “A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .” 2012. Thesis, University of Debrecen. Accessed September 21, 2019. http://hdl.handle.net/2437/151075.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Kerezsi, János. “A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .” 2012. Web. 21 Sep 2019.

Vancouver:

Kerezsi J. A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/2437/151075.

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

Not specified: Masters Thesis or Doctoral Dissertation

Uppsala University

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

Degree: Statistics, 2011, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Thesis, Uppsala University. Accessed September 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Web. 21 Sep 2019.

Vancouver:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2019 Sep 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Illinois – Urbana-Champaign

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

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

URL: http://hdl.handle.net/2142/92762

► 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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Falakos, Menas Constantine. “Can volatility based technical signals capture consistent abnormal equity index returns?.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed September 21, 2019. http://hdl.handle.net/2142/92762.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Falakos, Menas Constantine. “Can volatility based technical signals capture consistent abnormal equity index returns?.” 2016. Web. 21 Sep 2019.

Vancouver:

Falakos MC. Can volatility based technical signals capture consistent abnormal equity index returns?. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/2142/92762.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of North Texas

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

Degree: 2016, University of North Texas

URL: https://digital.library.unt.edu/ark:/67531/metadc955071/

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

Subjects/Keywords: Model-Free; Volatility

Record Details Similar Records

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

APA (6^{th} 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/

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Kochan, Mucahit. “Information Content of Iron Butterfly Arbitrage Bounds.” 2016. Thesis, University of North Texas. Accessed September 21, 2019. https://digital.library.unt.edu/ark:/67531/metadc955071/.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Kochan, Mucahit. “Information Content of Iron Butterfly Arbitrage Bounds.” 2016. Web. 21 Sep 2019.

Vancouver:

Kochan M. Information Content of Iron Butterfly Arbitrage Bounds. [Internet] [Thesis]. University of North Texas; 2016. [cited 2019 Sep 21]. Available from: https://digital.library.unt.edu/ark:/67531/metadc955071/.

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/

Not specified: Masters Thesis or Doctoral Dissertation

Università della Svizzera italiana

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

Degree: 2011, Università della Svizzera italiana

URL: http://doc.rero.ch/record/29755

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Bakanova, Asyl. “The futures price volatility in the crude oil market.” 2011. Thesis, Università della Svizzera italiana. Accessed September 21, 2019. http://doc.rero.ch/record/29755.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Bakanova, Asyl. “The futures price volatility in the crude oil market.” 2011. Web. 21 Sep 2019.

Vancouver:

Bakanova A. The futures price volatility in the crude oil market. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2019 Sep 21]. Available from: http://doc.rero.ch/record/29755.

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

Not specified: Masters Thesis or Doctoral Dissertation

Queens University

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

Degree: Economics, 2014, Queens University

URL: http://hdl.handle.net/1974/8576

► 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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Gao, Rui. “Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .” 2014. Thesis, Queens University. Accessed September 21, 2019. http://hdl.handle.net/1974/8576.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Gao, Rui. “Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .” 2014. Web. 21 Sep 2019.

Vancouver:

Gao R. Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . [Internet] [Thesis]. Queens University; 2014. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/1974/8576.

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: Culture and Communication, 2018, Mälardalen University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039

► 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;

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Ahy, Nathaniel. “Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.” 2018. Thesis, Mälardalen University. Accessed September 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Ahy, Nathaniel. “Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.” 2018. Web. 21 Sep 2019.

Vancouver:

Ahy N. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. [Internet] [Thesis]. Mälardalen University; 2018. [cited 2019 Sep 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039.

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

Not specified: Masters Thesis or Doctoral Dissertation

Queensland University of Technology

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

Degree: 2012, Queensland University of Technology

URL: https://eprints.qut.edu.au/53138/

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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/

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Coleman-Fenn, Christopher Andrew. “Forecasting volatility and correlation : the role of option implied measures.” 2012. Thesis, Queensland University of Technology. Accessed September 21, 2019. https://eprints.qut.edu.au/53138/.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Coleman-Fenn, Christopher Andrew. “Forecasting volatility and correlation : the role of option implied measures.” 2012. Web. 21 Sep 2019.

Vancouver:

Coleman-Fenn CA. Forecasting volatility and correlation : the role of option implied measures. [Internet] [Thesis]. Queensland University of Technology; 2012. [cited 2019 Sep 21]. Available from: https://eprints.qut.edu.au/53138/.

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/

Not specified: Masters Thesis or Doctoral Dissertation

University of Otago

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

Degree: 2011, University of Otago

URL: http://hdl.handle.net/10523/1340

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Masters Thesis, University of Otago. Accessed September 21, 2019. http://hdl.handle.net/10523/1340.

MLA Handbook (7^{th} Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Web. 21 Sep 2019.

Vancouver:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/10523/1340.

Council of Science Editors:

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

University of Alberta

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

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

URL: https://era.library.ualberta.ca/files/7p88cg88g

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Bullock, Dallin S. “Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.” 2013. Masters Thesis, University of Alberta. Accessed September 21, 2019. https://era.library.ualberta.ca/files/7p88cg88g.

MLA Handbook (7^{th} Edition):

Bullock, Dallin S. “Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.” 2013. Web. 21 Sep 2019.

Vancouver:

Bullock DS. Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2019 Sep 21]. Available from: https://era.library.ualberta.ca/files/7p88cg88g.

Council of Science Editors:

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

Victoria University of Wellington

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

Degree: 2014, Victoria University of Wellington

URL: http://hdl.handle.net/10063/3440

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

Subjects/Keywords: Long memory; GARCH; Volatility

Record Details Similar Records

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

APA (6^{th} Edition):

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

Chicago Manual of Style (16^{th} Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Masters Thesis, Victoria University of Wellington. Accessed September 21, 2019. http://hdl.handle.net/10063/3440.

MLA Handbook (7^{th} Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Web. 21 Sep 2019.

Vancouver:

Vo LH. Dependence structure in financial time series: Applications and evidence from wavelet analysis. [Internet] [Masters thesis]. Victoria University of Wellington; 2014. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/10063/3440.

Council of Science Editors:

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

Addis Ababa University

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

Degree: 2012, Addis Ababa University

URL: http://etd.aau.edu.et/dspace/handle/123456789/218

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Thesis, Addis Ababa University. Accessed September 21, 2019. http://etd.aau.edu.et/dspace/handle/123456789/218.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Web. 21 Sep 2019.

Vancouver:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Internet] [Thesis]. Addis Ababa University; 2012. [cited 2019 Sep 21]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/218.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Nairobi

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

Degree: 2012, University of Nairobi

URL: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 September 21, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Manani, Josphat K. “An assessment of alternative models of interest rate volatility in the Bond Market in Kenya .” 2012. Web. 21 Sep 2019.

Vancouver:

Manani JK. An assessment of alternative models of interest rate volatility in the Bond Market in Kenya . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2019 Sep 21]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Nairobi

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

Degree: 2014, University of Nairobi

URL: http://hdl.handle.net/11295/95276

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wanjiru, wanjohi R. “Impact of inflation volatility and economic growth on foreign direct investment in Kenya .” 2014. Thesis, University of Nairobi. Accessed September 21, 2019. http://hdl.handle.net/11295/95276.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wanjiru, wanjohi R. “Impact of inflation volatility and economic growth on foreign direct investment in Kenya .” 2014. Web. 21 Sep 2019.

Vancouver:

Wanjiru wR. Impact of inflation volatility and economic growth on foreign direct investment in Kenya . [Internet] [Thesis]. University of Nairobi; 2014. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/11295/95276.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Nairobi

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

Degree: 2012, University of Nairobi

URL: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 September 21, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Web. 21 Sep 2019.

Vancouver:

Ambunya PL. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2019 Sep 21]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Finance, 2009, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

CHANG, I-LIN. “Volatility Alpha Fund.” 2009. Thesis, NSYSU. Accessed September 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

CHANG, I-LIN. “Volatility Alpha Fund.” 2009. Web. 21 Sep 2019.

Vancouver:

CHANG I. Volatility Alpha Fund. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Sep 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Thesis, NSYSU. Accessed September 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Web. 21 Sep 2019.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Sep 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

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

Not specified: Masters Thesis or Doctoral Dissertation

Universidade do Minho

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

Degree: 2017, Universidade do Minho

URL: http://hdl.handle.net/1822/46456

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Masters Thesis, Universidade do Minho. Accessed September 21, 2019. http://hdl.handle.net/1822/46456.

MLA Handbook (7^{th} Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Web. 21 Sep 2019.

Vancouver:

Costa FJM. Forecasting volatility using GARCH models . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2019 Sep 21]. Available from: http://hdl.handle.net/1822/46456.

Council of Science Editors:

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

Penn State University

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

Degree: PhD, Economics, 2009, Penn State University

URL: https://etda.libraries.psu.edu/catalog/10101

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

Subjects/Keywords: International trade; wage inequality; volatility

Record Details Similar Records

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

APA (6^{th} Edition):

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

Chicago Manual of Style (16^{th} Edition):

Riano, Alejandro. “Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.” 2009. Doctoral Dissertation, Penn State University. Accessed September 21, 2019. https://etda.libraries.psu.edu/catalog/10101.

MLA Handbook (7^{th} Edition):

Riano, Alejandro. “Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.” 2009. Web. 21 Sep 2019.

Vancouver:

Riano A. Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality. [Internet] [Doctoral dissertation]. Penn State University; 2009. [cited 2019 Sep 21]. Available from: https://etda.libraries.psu.edu/catalog/10101.

Council of Science Editors:

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

Carnegie Mellon University

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

Degree: 2017, Carnegie Mellon University

URL: http://repository.cmu.edu/dissertations/812

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Karnezi, Eleni. “Volatility and Chemical Aging of Atmospheric Organic Aerosol.” 2017. Thesis, Carnegie Mellon University. Accessed September 21, 2019. http://repository.cmu.edu/dissertations/812.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Karnezi, Eleni. “Volatility and Chemical Aging of Atmospheric Organic Aerosol.” 2017. Web. 21 Sep 2019.

Vancouver:

Karnezi E. Volatility and Chemical Aging of Atmospheric Organic Aerosol. [Internet] [Thesis]. Carnegie Mellon University; 2017. [cited 2019 Sep 21]. Available from: http://repository.cmu.edu/dissertations/812.

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

Not specified: Masters Thesis or Doctoral Dissertation

Universidade Nova

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

Degree: 2013, Universidade Nova

URL: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Nunes, Diogo André Pereira Alves. “Differences in the prices of physical ETF’s and synthetic ETF’s.” 2013. Thesis, Universidade Nova. Accessed September 21, 2019. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Nunes, Diogo André Pereira Alves. “Differences in the prices of physical ETF’s and synthetic ETF’s.” 2013. Web. 21 Sep 2019.

Vancouver:

Nunes DAPA. Differences in the prices of physical ETF’s and synthetic ETF’s. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2019 Sep 21]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846.

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

Not specified: Masters Thesis or Doctoral Dissertation

Linnaeus University

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

Degree: Physics and Mathematics, 2011, Linnaeus University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

ARREY-MBI, PASCAL EBOT. “VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL.” 2011. Thesis, Linnaeus University. Accessed September 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

ARREY-MBI, PASCAL EBOT. “VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL.” 2011. Web. 21 Sep 2019.

Vancouver:

ARREY-MBI PE. VOLATILITY CLUSTERING USING A HETEROGENEOUS AGENT-BASED MODEL. [Internet] [Thesis]. Linnaeus University; 2011. [cited 2019 Sep 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24587.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology

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

Degree: 2011, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90

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

Subjects/Keywords: short rate model; stochastic volatility

Record Details Similar Records

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

APA (6^{th} Edition):

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

Chicago Manual of Style (16^{th} Edition):

Hoorens, B. “On the Cheyette short rate model with stochastic volatility:.” 2011. Masters Thesis, Delft University of Technology. Accessed September 21, 2019. http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90.

MLA Handbook (7^{th} Edition):

Hoorens, B. “On the Cheyette short rate model with stochastic volatility:.” 2011. Web. 21 Sep 2019.

Vancouver:

Hoorens B. On the Cheyette short rate model with stochastic volatility:. [Internet] [Masters thesis]. Delft University of Technology; 2011. [cited 2019 Sep 21]. Available from: http://resolver.tudelft.nl/uuid:2f1c74bc-c97a-42ce-9d24-1eff60119e90.

Council of Science Editors:

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