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You searched for subject:(Volatility). Showing records 1 – 30 of 54 total matches.

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Victoria University of Wellington

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

Degree: 2017, Victoria University of Wellington

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Doctoral Dissertation, Victoria University of Wellington. Accessed October 20, 2019. http://hdl.handle.net/10063/6405.

MLA Handbook (7th Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Web. 20 Oct 2019.

Vancouver:

Yaghoubi M. Three Essays on Capital Structure. [Internet] [Doctoral dissertation]. Victoria University of Wellington; 2017. [cited 2019 Oct 20]. 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


University of Otago

2. 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 (6th Edition):

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

Chicago Manual of Style (16th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/1340.

MLA Handbook (7th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Web. 20 Oct 2019.

Vancouver:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 20]. 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


Victoria University of Wellington

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

Degree: 2014, Victoria University of Wellington

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

Subjects/Keywords: Long memory; GARCH; Volatility

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Masters Thesis, Victoria University of Wellington. Accessed October 20, 2019. http://hdl.handle.net/10063/3440.

MLA Handbook (7th Edition):

Vo, Long Hai. “Dependence structure in financial time series: Applications and evidence from wavelet analysis.” 2014. Web. 20 Oct 2019.

Vancouver:

Vo LH. Dependence structure in financial time series: Applications and evidence from wavelet analysis. [Internet] [Masters thesis]. Victoria University of Wellington; 2014. [cited 2019 Oct 20]. 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


Lincoln University

4. Wang, Shi Z. The large decline in output volatility: evidence from China.

Degree: 2009, Lincoln University

 Since the founding of the People’s Republic of China in 1949, China has experienced ten business cyclical fluctuations. The economic growth was characterized by erratic… (more)

Subjects/Keywords: output volatility; structural break; output process; inflation volatility; GDP components

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APA (6th Edition):

Wang, S. Z. (2009). The large decline in output volatility: evidence from China. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/1141

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

Chicago Manual of Style (16th Edition):

Wang, Shi Z. “The large decline in output volatility: evidence from China.” 2009. Thesis, Lincoln University. Accessed October 20, 2019. http://hdl.handle.net/10182/1141.

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

MLA Handbook (7th Edition):

Wang, Shi Z. “The large decline in output volatility: evidence from China.” 2009. Web. 20 Oct 2019.

Vancouver:

Wang SZ. The large decline in output volatility: evidence from China. [Internet] [Thesis]. Lincoln University; 2009. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10182/1141.

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

Council of Science Editors:

Wang SZ. The large decline in output volatility: evidence from China. [Thesis]. Lincoln University; 2009. Available from: http://hdl.handle.net/10182/1141

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


AUT University

5. Vu, Phu Nguyen Chau. Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market .

Degree: 2010, AUT University

 In this study, I examine the transmissions of volatility spillovers during the subprime crisis in the U.S between Vietnam and other Asian financial markets (Japan,… (more)

Subjects/Keywords: Volatility of Vietnam's Stock Market; Volatility transmissions and spillover effects

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APA (6th Edition):

Vu, P. N. C. (2010). Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/913

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):

Vu, Phu Nguyen Chau. “Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market .” 2010. Thesis, AUT University. Accessed October 20, 2019. http://hdl.handle.net/10292/913.

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

MLA Handbook (7th Edition):

Vu, Phu Nguyen Chau. “Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market .” 2010. Web. 20 Oct 2019.

Vancouver:

Vu PNC. Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market . [Internet] [Thesis]. AUT University; 2010. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10292/913.

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

Council of Science Editors:

Vu PNC. Volatility transmissions and spillover effects: an empirical study of Vietnam’s stock market and other Asian stock market . [Thesis]. AUT University; 2010. Available from: http://hdl.handle.net/10292/913

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


University of Otago

6. Berlova, Ekaterina. Informational content of the term structure of forward implied volatility in oil and gas futures market .

Degree: 2011, University of Otago

 This paper is the first to investigate the informational content of model-free forward implied volatility (MF FIV) in energy markets, as previous studies mainly concentrated… (more)

Subjects/Keywords: Term Structure of Implied Volatility; Model Free Implied Volatility; Futures; Oil and Gas; GARCH; Volatility Forecasting

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APA (6th Edition):

Berlova, E. (2011). Informational content of the term structure of forward implied volatility in oil and gas futures market . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1785

Chicago Manual of Style (16th Edition):

Berlova, Ekaterina. “Informational content of the term structure of forward implied volatility in oil and gas futures market .” 2011. Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/1785.

MLA Handbook (7th Edition):

Berlova, Ekaterina. “Informational content of the term structure of forward implied volatility in oil and gas futures market .” 2011. Web. 20 Oct 2019.

Vancouver:

Berlova E. Informational content of the term structure of forward implied volatility in oil and gas futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/1785.

Council of Science Editors:

Berlova E. Informational content of the term structure of forward implied volatility in oil and gas futures market . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1785


Lincoln University

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

Degree: 2011, Lincoln University

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Wu, Ji. “Stock volatility and asset pricing in the Hong Kong stock market.” 2011. Thesis, Lincoln University. Accessed October 20, 2019. http://hdl.handle.net/10182/4320.

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

MLA Handbook (7th Edition):

Wu, Ji. “Stock volatility and asset pricing in the Hong Kong stock market.” 2011. Web. 20 Oct 2019.

Vancouver:

Wu J. Stock volatility and asset pricing in the Hong Kong stock market. [Internet] [Thesis]. Lincoln University; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10182/4320.

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

Council of Science Editors:

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

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


University of Otago

8. Oldfield, John K. Forecasting volatility in New Zealand bank bill futures .

Degree: 2011, University of Otago

 This paper compares volatility forecasts of four competing models based on historical data against implied volatility forecasts using New Zealand bank bill futures prices. Model… (more)

Subjects/Keywords: volatility forecast; implied volatility forecasts; New Zealand bank bill futures prices; GARCH; Model forecasts

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APA (6th Edition):

Oldfield, J. K. (2011). Forecasting volatility in New Zealand bank bill futures . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1428

Chicago Manual of Style (16th Edition):

Oldfield, John K. “Forecasting volatility in New Zealand bank bill futures .” 2011. Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/1428.

MLA Handbook (7th Edition):

Oldfield, John K. “Forecasting volatility in New Zealand bank bill futures .” 2011. Web. 20 Oct 2019.

Vancouver:

Oldfield JK. Forecasting volatility in New Zealand bank bill futures . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/1428.

Council of Science Editors:

Oldfield JK. Forecasting volatility in New Zealand bank bill futures . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1428


University of Otago

9. Essendorfer, Stephan Daniel. Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting .

Degree: 2011, University of Otago

 In this thesis the impact of Fair Value Accounting (FVA) and Historical Cost Accounting (HCA) on the earnings volatility of U.S. bank holding companies is… (more)

Subjects/Keywords: Financial Accounting; Fair Value Accounting; Accounting Regime; Earnings Volatility; Time Series; Volatility; Homoscedasticity; Heteroscedasticity

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APA (6th Edition):

Essendorfer, S. D. (2011). Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1819

Chicago Manual of Style (16th Edition):

Essendorfer, Stephan Daniel. “Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting .” 2011. Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/1819.

MLA Handbook (7th Edition):

Essendorfer, Stephan Daniel. “Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting .” 2011. Web. 20 Oct 2019.

Vancouver:

Essendorfer SD. Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/1819.

Council of Science Editors:

Essendorfer SD. Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1819


Lincoln University

10. Zeng, Yi. Stocks as lotteries: can extreme positive returns predict future returns? – evidence from Hong Kong stock market.

Degree: 2011, Lincoln University

 This study examines the significance of extreme positive returns measured by maximum daily returns in the previous month (MAX) in the Hong Kong stock market… (more)

Subjects/Keywords: MAX; Fama-Macbeth regressions; portfolio sorting approach; idiosyncratic volatility

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APA (6th Edition):

Zeng, Y. (2011). Stocks as lotteries: can extreme positive returns predict future returns? – evidence from Hong Kong stock market. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/4149

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):

Zeng, Yi. “Stocks as lotteries: can extreme positive returns predict future returns? – evidence from Hong Kong stock market.” 2011. Thesis, Lincoln University. Accessed October 20, 2019. http://hdl.handle.net/10182/4149.

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

MLA Handbook (7th Edition):

Zeng, Yi. “Stocks as lotteries: can extreme positive returns predict future returns? – evidence from Hong Kong stock market.” 2011. Web. 20 Oct 2019.

Vancouver:

Zeng Y. Stocks as lotteries: can extreme positive returns predict future returns? – evidence from Hong Kong stock market. [Internet] [Thesis]. Lincoln University; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10182/4149.

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

Council of Science Editors:

Zeng Y. Stocks as lotteries: can extreme positive returns predict future returns? – evidence from Hong Kong stock market. [Thesis]. Lincoln University; 2011. Available from: http://hdl.handle.net/10182/4149

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


Lincoln University

11. Chee, Wei Y. An empirical analysis of idiosyncratic volatility and extreme returns in the Japanese Stock Market.

Degree: 2012, Lincoln University

 Traditional finance theory assumes that systematic risks cannot be diversified in the market and need to be priced, while idiosyncratic risks should be diversified away… (more)

Subjects/Keywords: idiosyncratic volatility; extreme returns; cross-sectional returns; asset pricing; Japan

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APA (6th Edition):

Chee, W. Y. (2012). An empirical analysis of idiosyncratic volatility and extreme returns in the Japanese Stock Market. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/4973

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):

Chee, Wei Y. “An empirical analysis of idiosyncratic volatility and extreme returns in the Japanese Stock Market.” 2012. Thesis, Lincoln University. Accessed October 20, 2019. http://hdl.handle.net/10182/4973.

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

MLA Handbook (7th Edition):

Chee, Wei Y. “An empirical analysis of idiosyncratic volatility and extreme returns in the Japanese Stock Market.” 2012. Web. 20 Oct 2019.

Vancouver:

Chee WY. An empirical analysis of idiosyncratic volatility and extreme returns in the Japanese Stock Market. [Internet] [Thesis]. Lincoln University; 2012. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10182/4973.

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

Council of Science Editors:

Chee WY. An empirical analysis of idiosyncratic volatility and extreme returns in the Japanese Stock Market. [Thesis]. Lincoln University; 2012. Available from: http://hdl.handle.net/10182/4973

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


AUT University

12. Huang, Bing. Real option games with stochastic volatility .

Degree: AUT University

 This thesis presents several real option models to address investment-timing deci- sion problems in various scenarios. The traditional NPV method only considers the difference between… (more)

Subjects/Keywords: Real option; Stochastic volatility

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APA (6th Edition):

Huang, B. (n.d.). Real option games with stochastic volatility . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/7876

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

Chicago Manual of Style (16th Edition):

Huang, Bing. “Real option games with stochastic volatility .” Thesis, AUT University. Accessed October 20, 2019. http://hdl.handle.net/10292/7876.

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

MLA Handbook (7th Edition):

Huang, Bing. “Real option games with stochastic volatility .” Web. 20 Oct 2019.

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

Vancouver:

Huang B. Real option games with stochastic volatility . [Internet] [Thesis]. AUT University; [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10292/7876.

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

Council of Science Editors:

Huang B. Real option games with stochastic volatility . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/7876

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


University of Otago

13. Wiig, Hamish. Barriers to export trade and investment in Latin America .

Degree: 2011, University of Otago

 In recent years, Latin America has been identified as a region that offers significant potential for New Zealand business. However, for many New Zealand firms… (more)

Subjects/Keywords: Latin America; New Zealand business; barrier phenomena; economic volatility, unfavourable/fluctuating exchange rates; political volatility; low incomes/wealth; direct exporting; joint ventures

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APA (6th Edition):

Wiig, H. (2011). Barriers to export trade and investment in Latin America . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1311

Chicago Manual of Style (16th Edition):

Wiig, Hamish. “Barriers to export trade and investment in Latin America .” 2011. Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/1311.

MLA Handbook (7th Edition):

Wiig, Hamish. “Barriers to export trade and investment in Latin America .” 2011. Web. 20 Oct 2019.

Vancouver:

Wiig H. Barriers to export trade and investment in Latin America . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/1311.

Council of Science Editors:

Wiig H. Barriers to export trade and investment in Latin America . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1311


University of Otago

14. Gehricke, Sebastian. Modeling VXX Price .

Degree: University of Otago

 We study the VXX Exchange Traded Note (ETN) that has been actively traded on the New York Stock Exchange in recent years (Whaley, 2013). We… (more)

Subjects/Keywords: VXX; model; roll-yield; roll; cost; VIX; futures; ETN; Volatility; derivative; stochastic; volatility

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APA (6th Edition):

Gehricke, S. (n.d.). Modeling VXX Price . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/5502

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

Chicago Manual of Style (16th Edition):

Gehricke, Sebastian. “Modeling VXX Price .” Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/5502.

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

MLA Handbook (7th Edition):

Gehricke, Sebastian. “Modeling VXX Price .” Web. 20 Oct 2019.

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

Vancouver:

Gehricke S. Modeling VXX Price . [Internet] [Masters thesis]. University of Otago; [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/5502.

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

Council of Science Editors:

Gehricke S. Modeling VXX Price . [Masters Thesis]. University of Otago; Available from: http://hdl.handle.net/10523/5502

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


AUT University

15. Van Hau, Nguyen. Volatility transmission between U.S. sector ETFs: an application of Diebold-Yilmaz connectedness framework .

Degree: AUT University

 This paper utilizes the Connectedness framework of Diebold and Yilmaz (2011) to investigate volatility transmission between ten iShares sector ETFs over the sample ranging from… (more)

Subjects/Keywords: Volatility transmission; U.S. sector ETFs; Diebold-Yilmaz connectedness framework; DY framework; Volatility connectedness

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APA (6th Edition):

Van Hau, N. (n.d.). Volatility transmission between U.S. sector ETFs: an application of Diebold-Yilmaz connectedness framework . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/9289

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

Chicago Manual of Style (16th Edition):

Van Hau, Nguyen. “Volatility transmission between U.S. sector ETFs: an application of Diebold-Yilmaz connectedness framework .” Thesis, AUT University. Accessed October 20, 2019. http://hdl.handle.net/10292/9289.

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

MLA Handbook (7th Edition):

Van Hau, Nguyen. “Volatility transmission between U.S. sector ETFs: an application of Diebold-Yilmaz connectedness framework .” Web. 20 Oct 2019.

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

Vancouver:

Van Hau N. Volatility transmission between U.S. sector ETFs: an application of Diebold-Yilmaz connectedness framework . [Internet] [Thesis]. AUT University; [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10292/9289.

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

Council of Science Editors:

Van Hau N. Volatility transmission between U.S. sector ETFs: an application of Diebold-Yilmaz connectedness framework . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/9289

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


University of Canterbury

16. Scharth, M. Asymmetric Realized Volatility Risk.

Degree: Department of Economics and Finance, 2014, University of Canterbury

 In this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns,… (more)

Subjects/Keywords: realized volatility; volatility of volatility; volatility risk; value-at-risk; forecasting; conditional heteroskedasticity; Field of Research::15 - Commerce, Management, Tourism and Services::1502 - Banking, Finance and Investment::150202 - Financial Econometrics; Field of Research::15 - Commerce, Management, Tourism and Services::1502 - Banking, Finance and Investment::150205 - Investment and Risk Management

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

APA (6th Edition):

Scharth, M. (2014). Asymmetric Realized Volatility Risk. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/10072

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):

Scharth, M. “Asymmetric Realized Volatility Risk.” 2014. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/10072.

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

MLA Handbook (7th Edition):

Scharth, M. “Asymmetric Realized Volatility Risk.” 2014. Web. 20 Oct 2019.

Vancouver:

Scharth M. Asymmetric Realized Volatility Risk. [Internet] [Thesis]. University of Canterbury; 2014. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/10072.

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

Council of Science Editors:

Scharth M. Asymmetric Realized Volatility Risk. [Thesis]. University of Canterbury; 2014. Available from: http://hdl.handle.net/10092/10072

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


University of Canterbury

17. McAleer, M. Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.

Degree: Department of Economics and Finance, 2013, University of Canterbury

 The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility.… (more)

Subjects/Keywords: Price; Oil Price; Volatility JEL Classifications: Q14; C22; C58; Field of Research::14 - Economics

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

APA (6th Edition):

McAleer, M. (2013). Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/11247

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):

McAleer, M. “Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.” 2013. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/11247.

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

MLA Handbook (7th Edition):

McAleer, M. “Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.” 2013. Web. 20 Oct 2019.

Vancouver:

McAleer M. Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. [Internet] [Thesis]. University of Canterbury; 2013. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/11247.

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

Council of Science Editors:

McAleer M. Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. [Thesis]. University of Canterbury; 2013. Available from: http://hdl.handle.net/10092/11247

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


University of Otago

18. Lahari, Willie. Evaluating the Feasibility of a Pacific Islands Currency Union .

Degree: 2011, University of Otago

 This thesis evaluates the feasibility of a Pacific Islands currency union involving six Pacific Island countries (PICs) comprising Fiji, Papua New Guinea (PNG), Samoa, Solomon… (more)

Subjects/Keywords: Currency and Monetary Unions; Pacific Island Economies; Shocks and Business Cycles; Exchange Rate Volatility

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

APA (6th Edition):

Lahari, W. (2011). Evaluating the Feasibility of a Pacific Islands Currency Union . (Doctoral Dissertation). University of Otago. Retrieved from http://hdl.handle.net/10523/623

Chicago Manual of Style (16th Edition):

Lahari, Willie. “Evaluating the Feasibility of a Pacific Islands Currency Union .” 2011. Doctoral Dissertation, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/623.

MLA Handbook (7th Edition):

Lahari, Willie. “Evaluating the Feasibility of a Pacific Islands Currency Union .” 2011. Web. 20 Oct 2019.

Vancouver:

Lahari W. Evaluating the Feasibility of a Pacific Islands Currency Union . [Internet] [Doctoral dissertation]. University of Otago; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/623.

Council of Science Editors:

Lahari W. Evaluating the Feasibility of a Pacific Islands Currency Union . [Doctoral Dissertation]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/623


University of Canterbury

19. Zhao, Xin. Extreme value modelling with application in finance and neonatal research.

Degree: Mathematics and Statistics, 2010, University of Canterbury

 Modelling the tails of distributions is important in many fields, such as environmental science, hydrology, insurance, engineering and finance, where the risk of unusually large… (more)

Subjects/Keywords: extreme value modelling; threshold choice; dependce; Bayesian; extreme quantile; value-at-risk; volatility

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

APA (6th Edition):

Zhao, X. (2010). Extreme value modelling with application in finance and neonatal research. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/4024

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):

Zhao, Xin. “Extreme value modelling with application in finance and neonatal research.” 2010. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/4024.

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

MLA Handbook (7th Edition):

Zhao, Xin. “Extreme value modelling with application in finance and neonatal research.” 2010. Web. 20 Oct 2019.

Vancouver:

Zhao X. Extreme value modelling with application in finance and neonatal research. [Internet] [Thesis]. University of Canterbury; 2010. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/4024.

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

Council of Science Editors:

Zhao X. Extreme value modelling with application in finance and neonatal research. [Thesis]. University of Canterbury; 2010. Available from: http://hdl.handle.net/10092/4024

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


Massey University

20. Buhr, Klaus. Volatility, price-discovery and trading volume in Australian equity index and option markets.

Degree: PhD, Finance, 2009, Massey University

 This dissertation investigates the information considerations of volatility, pricediscovery and the relationship change in volume and volatility resulting from index derivatives transactions on financial markets… (more)

Subjects/Keywords: Australian financial markets; Volatility forecasts; Australia

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

APA (6th Edition):

Buhr, K. (2009). Volatility, price-discovery and trading volume in Australian equity index and option markets. (Doctoral Dissertation). Massey University. Retrieved from http://hdl.handle.net/10179/1202

Chicago Manual of Style (16th Edition):

Buhr, Klaus. “Volatility, price-discovery and trading volume in Australian equity index and option markets.” 2009. Doctoral Dissertation, Massey University. Accessed October 20, 2019. http://hdl.handle.net/10179/1202.

MLA Handbook (7th Edition):

Buhr, Klaus. “Volatility, price-discovery and trading volume in Australian equity index and option markets.” 2009. Web. 20 Oct 2019.

Vancouver:

Buhr K. Volatility, price-discovery and trading volume in Australian equity index and option markets. [Internet] [Doctoral dissertation]. Massey University; 2009. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10179/1202.

Council of Science Editors:

Buhr K. Volatility, price-discovery and trading volume in Australian equity index and option markets. [Doctoral Dissertation]. Massey University; 2009. Available from: http://hdl.handle.net/10179/1202


AUT University

21. Zhang, Bo (Vivienne). Daily Value-at-Risk models at financial crisis period: evidence in Australia .

Degree: 2010, AUT University

 Over the past decades portfolio and risk management techniques had adapted to increasingly complex financial instrument. Within the different forms of financial risk measurement tools,… (more)

Subjects/Keywords: Daily Value-at-Risk Model; Risk Management; Australian Implied Volatility Index; Financial crisis period

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APA (6th Edition):

Zhang, B. (. (2010). Daily Value-at-Risk models at financial crisis period: evidence in Australia . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/985

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):

Zhang, Bo (Vivienne). “Daily Value-at-Risk models at financial crisis period: evidence in Australia .” 2010. Thesis, AUT University. Accessed October 20, 2019. http://hdl.handle.net/10292/985.

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

MLA Handbook (7th Edition):

Zhang, Bo (Vivienne). “Daily Value-at-Risk models at financial crisis period: evidence in Australia .” 2010. Web. 20 Oct 2019.

Vancouver:

Zhang B(. Daily Value-at-Risk models at financial crisis period: evidence in Australia . [Internet] [Thesis]. AUT University; 2010. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10292/985.

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

Council of Science Editors:

Zhang B(. Daily Value-at-Risk models at financial crisis period: evidence in Australia . [Thesis]. AUT University; 2010. Available from: http://hdl.handle.net/10292/985

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


University of Canterbury

22. Singh, A. K. Machine news and volatility: The Dow Jones IndustrialAverage and the TRNA sentiment series.

Degree: Department of Economics and Finance, 2014, University of Canterbury

 This paper features an analysis of the relationship between the volatility of the Dow Jones Industrial Average (DJIA) Index and a sentiment news series using… (more)

Subjects/Keywords: DJIA; Sentiment Scores; TRNA; Conditional Volatility Models.; Field of Research::15 - Commerce, Management, Tourism and Services::1502 - Banking, Finance and Investment

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APA (6th Edition):

Singh, A. K. (2014). Machine news and volatility: The Dow Jones IndustrialAverage and the TRNA sentiment series. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/11246

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):

Singh, A K. “Machine news and volatility: The Dow Jones IndustrialAverage and the TRNA sentiment series.” 2014. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/11246.

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

MLA Handbook (7th Edition):

Singh, A K. “Machine news and volatility: The Dow Jones IndustrialAverage and the TRNA sentiment series.” 2014. Web. 20 Oct 2019.

Vancouver:

Singh AK. Machine news and volatility: The Dow Jones IndustrialAverage and the TRNA sentiment series. [Internet] [Thesis]. University of Canterbury; 2014. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/11246.

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

Council of Science Editors:

Singh AK. Machine news and volatility: The Dow Jones IndustrialAverage and the TRNA sentiment series. [Thesis]. University of Canterbury; 2014. Available from: http://hdl.handle.net/10092/11246

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


University of Canterbury

23. Scarrott, C. A comparison of Spillover Effects before, during and after the 2008 Financial Crisis.

Degree: Department of Economics and Finance; University of Canterbury. Mathematics and Statistics, 2012, University of Canterbury

 This paper applies graphical modelling to the S&P 500, Nikkei 225 and FTSE 100 stock market indices to trace the spillover of returns and volatility(more)

Subjects/Keywords: volatility spillover; graphical modelling; financial crisis; causality; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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

APA (6th Edition):

Scarrott, C. (2012). A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/6484

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):

Scarrott, C. “A comparison of Spillover Effects before, during and after the 2008 Financial Crisis.” 2012. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/6484.

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

MLA Handbook (7th Edition):

Scarrott, C. “A comparison of Spillover Effects before, during and after the 2008 Financial Crisis.” 2012. Web. 20 Oct 2019.

Vancouver:

Scarrott C. A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. [Internet] [Thesis]. University of Canterbury; 2012. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/6484.

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

Council of Science Editors:

Scarrott C. A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. [Thesis]. University of Canterbury; 2012. Available from: http://hdl.handle.net/10092/6484

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


University of Canterbury

24. McAleer, M. Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours.

Degree: Department of Economics and Finance, 2011, University of Canterbury

 This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong… (more)

Subjects/Keywords: Volatility spillovers; VARMA-GARCH; VARMA-AGARCH; Chinese stock market; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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

APA (6th Edition):

McAleer, M. (2011). Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/6485

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):

McAleer, M. “Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours.” 2011. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/6485.

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

MLA Handbook (7th Edition):

McAleer, M. “Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours.” 2011. Web. 20 Oct 2019.

Vancouver:

McAleer M. Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours. [Internet] [Thesis]. University of Canterbury; 2011. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/6485.

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

Council of Science Editors:

McAleer M. Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours. [Thesis]. University of Canterbury; 2011. Available from: http://hdl.handle.net/10092/6485

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


University of Canterbury

25. Shimatani, T. Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility.

Degree: Department of Economics and Finance, 2013, University of Canterbury

 This paper presents new empirical evidence on the effectiveness of Bank of Japan's foreign exchange interventions on the daily realized volatility of USD/JPY exchange rates… (more)

Subjects/Keywords: Foreign exchange intervention; Realized volatility; Simultaneous equations; Tobit model; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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

APA (6th Edition):

Shimatani, T. (2013). Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/8821

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):

Shimatani, T. “Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility.” 2013. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/8821.

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

MLA Handbook (7th Edition):

Shimatani, T. “Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility.” 2013. Web. 20 Oct 2019.

Vancouver:

Shimatani T. Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility. [Internet] [Thesis]. University of Canterbury; 2013. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/8821.

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

Council of Science Editors:

Shimatani T. Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility. [Thesis]. University of Canterbury; 2013. Available from: http://hdl.handle.net/10092/8821

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


University of Canterbury

26. Scarrott, C. A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis.

Degree: Department of Economics and Finance; University of Canterbury. Mathematics and Statistics, 2014, University of Canterbury

 This paper applies graphical modelling to the S&P 500, Nikkei 225 and FTSE 100 stock market indices to trace the spillover of returns and volatility(more)

Subjects/Keywords: Time Series Analysis; Volatility spillover; graphical modelling; financial crisis; causality; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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

APA (6th Edition):

Scarrott, C. (2014). A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/9307

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):

Scarrott, C. “A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis.” 2014. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/9307.

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

MLA Handbook (7th Edition):

Scarrott, C. “A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis.” 2014. Web. 20 Oct 2019.

Vancouver:

Scarrott C. A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis. [Internet] [Thesis]. University of Canterbury; 2014. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/9307.

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

Council of Science Editors:

Scarrott C. A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis. [Thesis]. University of Canterbury; 2014. Available from: http://hdl.handle.net/10092/9307

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


University of Canterbury

27. Tansuchat, R. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.

Degree: Department of Economics and Finance, 2012, University of Canterbury

 This paper estimates a long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean… (more)

Subjects/Keywords: long memory; agricultural commodity futures; fractional integration; asymmetric; conditional volatility; Field of Research::14 - Economics::1402 - Applied Economics::140201 - Agricultural Economics

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

APA (6th Edition):

Tansuchat, R. (2012). Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/9795

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):

Tansuchat, R. “Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.” 2012. Thesis, University of Canterbury. Accessed October 20, 2019. http://hdl.handle.net/10092/9795.

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

MLA Handbook (7th Edition):

Tansuchat, R. “Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.” 2012. Web. 20 Oct 2019.

Vancouver:

Tansuchat R. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. [Internet] [Thesis]. University of Canterbury; 2012. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10092/9795.

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

Council of Science Editors:

Tansuchat R. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. [Thesis]. University of Canterbury; 2012. Available from: http://hdl.handle.net/10092/9795

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


Lincoln University

28. Alom, Fardous. Essays on the volatility and spillover effects of oil and food price shocks.

Degree: 2012, Lincoln University

 This thesis comprises five self contained but related essays on the volatility and spillover effects of oil and food price shocks, making contributions to the… (more)

Subjects/Keywords: petroleum; asymmetry; food price; persistency; modelling; mean; cross country; volatility; spillover; shocks; transmission; macro; financial; GARCH; SVAR; oil price; Asia; Pacific

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APA (6th Edition):

Alom, F. (2012). Essays on the volatility and spillover effects of oil and food price shocks. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/4594

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):

Alom, Fardous. “Essays on the volatility and spillover effects of oil and food price shocks.” 2012. Thesis, Lincoln University. Accessed October 20, 2019. http://hdl.handle.net/10182/4594.

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

MLA Handbook (7th Edition):

Alom, Fardous. “Essays on the volatility and spillover effects of oil and food price shocks.” 2012. Web. 20 Oct 2019.

Vancouver:

Alom F. Essays on the volatility and spillover effects of oil and food price shocks. [Internet] [Thesis]. Lincoln University; 2012. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10182/4594.

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

Council of Science Editors:

Alom F. Essays on the volatility and spillover effects of oil and food price shocks. [Thesis]. Lincoln University; 2012. Available from: http://hdl.handle.net/10182/4594

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


Lincoln University

29. Cheema, Muhammad Ahmad. Three essays on momentum returns.

Degree: 2013, Lincoln University

 This dissertation consists of three essays on momentum returns. The first essay is entitled ‘Momentum Returns, Market States and the Global Financial Crisis’. This essay… (more)

Subjects/Keywords: idiosyncratic volatility; long-term reversal; retail investors; information uncertainty; global financial crisis; market states; momentum returns

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APA (6th Edition):

Cheema, M. A. (2013). Three essays on momentum returns. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/5667

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):

Cheema, Muhammad Ahmad. “Three essays on momentum returns.” 2013. Thesis, Lincoln University. Accessed October 20, 2019. http://hdl.handle.net/10182/5667.

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

MLA Handbook (7th Edition):

Cheema, Muhammad Ahmad. “Three essays on momentum returns.” 2013. Web. 20 Oct 2019.

Vancouver:

Cheema MA. Three essays on momentum returns. [Internet] [Thesis]. Lincoln University; 2013. [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10182/5667.

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

Council of Science Editors:

Cheema MA. Three essays on momentum returns. [Thesis]. Lincoln University; 2013. Available from: http://hdl.handle.net/10182/5667

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


University of Otago

30. Rahmaniani, Moloud. Modeling the Dynamics of Correlations Between International Equity Volatility Indices .

Degree: University of Otago

 I show that volatility indices are more volatile than equity indices, and correlation is higher during periods of high market uncertainty. In this thesis, I… (more)

Subjects/Keywords: Volatility Index; Multivariate GARCH; Dynamic Conditional Correlation

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

APA (6th Edition):

Rahmaniani, M. (n.d.). Modeling the Dynamics of Correlations Between International Equity Volatility Indices . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/5970

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

Chicago Manual of Style (16th Edition):

Rahmaniani, Moloud. “Modeling the Dynamics of Correlations Between International Equity Volatility Indices .” Masters Thesis, University of Otago. Accessed October 20, 2019. http://hdl.handle.net/10523/5970.

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MLA Handbook (7th Edition):

Rahmaniani, Moloud. “Modeling the Dynamics of Correlations Between International Equity Volatility Indices .” Web. 20 Oct 2019.

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Vancouver:

Rahmaniani M. Modeling the Dynamics of Correlations Between International Equity Volatility Indices . [Internet] [Masters thesis]. University of Otago; [cited 2019 Oct 20]. Available from: http://hdl.handle.net/10523/5970.

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

Council of Science Editors:

Rahmaniani M. Modeling the Dynamics of Correlations Between International Equity Volatility Indices . [Masters Thesis]. University of Otago; Available from: http://hdl.handle.net/10523/5970

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

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