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Dates: 2000 – 2004

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

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University of Georgia

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

Degree: MS, Statistics, 2004, University of Georgia

 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 (6th 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 (16th 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 October 17, 2019. http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms.

MLA Handbook (7th Edition):

zhang, jidong. “Time series analysis of volatility in financial markets in Hong Kong from 1991 to 2004.” 2004. Web. 17 Oct 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 Oct 17]. 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


Università della Svizzera italiana

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

Degree: 2004, Università della Svizzera italiana

 This thesis presents a Bayesian analysis of a non-linear time series model. In particular, we deal with a mixture of normal distributions whose means are… (more)

Subjects/Keywords: Volatility

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APA (6th Edition):

Sampietro, S. (2004). Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/4244

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

Chicago Manual of Style (16th Edition):

Sampietro, Stefano. “Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.” 2004. Thesis, Università della Svizzera italiana. Accessed October 17, 2019. http://doc.rero.ch/record/4244.

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

MLA Handbook (7th Edition):

Sampietro, Stefano. “Bayesian analysis for mixtures of autoregressive components with application to financial market volatility.” 2004. Web. 17 Oct 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 Oct 17]. Available from: http://doc.rero.ch/record/4244.

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

Council of Science Editors:

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

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


NSYSU

3. Hwu, Chau-Yun. TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS.

Degree: Master, Finance, 2003, NSYSU

none Advisors/Committee Members: none (committee member), none (chair), none (chair).

Subjects/Keywords: VOLATILITY INDEX; VIX

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APA (6th Edition):

Hwu, C. (2003). TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803

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):

Hwu, Chau-Yun. “TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS.” 2003. Thesis, NSYSU. Accessed October 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803.

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

MLA Handbook (7th Edition):

Hwu, Chau-Yun. “TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS.” 2003. Web. 17 Oct 2019.

Vancouver:

Hwu C. TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS. [Internet] [Thesis]. NSYSU; 2003. [cited 2019 Oct 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803.

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

Council of Science Editors:

Hwu C. TAIFEX OPTION VOLATILITY INDEX and TRANSACTION STRATEGY ANALYSIS. [Thesis]. NSYSU; 2003. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0530103-200803

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


North Carolina State University

4. Spicer, Valerie Denise. The Effects of Protein Concentration and Temperature on Flavor Delivery of 2,4-Dimethylbenzaldehyde and Ethyl Butyrate in Whey Protein Isolate Solutions.

Degree: MS, Food Science, 2002, North Carolina State University

 The development of reduced fat foods is a continual challenge in the food industry. Among the many attributes fat contributes to food products is flavor.… (more)

Subjects/Keywords: whey protein isolate; volatility; flavor

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APA (6th Edition):

Spicer, V. D. (2002). The Effects of Protein Concentration and Temperature on Flavor Delivery of 2,4-Dimethylbenzaldehyde and Ethyl Butyrate in Whey Protein Isolate Solutions. (Thesis). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/1862

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):

Spicer, Valerie Denise. “The Effects of Protein Concentration and Temperature on Flavor Delivery of 2,4-Dimethylbenzaldehyde and Ethyl Butyrate in Whey Protein Isolate Solutions.” 2002. Thesis, North Carolina State University. Accessed October 17, 2019. http://www.lib.ncsu.edu/resolver/1840.16/1862.

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

MLA Handbook (7th Edition):

Spicer, Valerie Denise. “The Effects of Protein Concentration and Temperature on Flavor Delivery of 2,4-Dimethylbenzaldehyde and Ethyl Butyrate in Whey Protein Isolate Solutions.” 2002. Web. 17 Oct 2019.

Vancouver:

Spicer VD. The Effects of Protein Concentration and Temperature on Flavor Delivery of 2,4-Dimethylbenzaldehyde and Ethyl Butyrate in Whey Protein Isolate Solutions. [Internet] [Thesis]. North Carolina State University; 2002. [cited 2019 Oct 17]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/1862.

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

Council of Science Editors:

Spicer VD. The Effects of Protein Concentration and Temperature on Flavor Delivery of 2,4-Dimethylbenzaldehyde and Ethyl Butyrate in Whey Protein Isolate Solutions. [Thesis]. North Carolina State University; 2002. Available from: http://www.lib.ncsu.edu/resolver/1840.16/1862

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


North Carolina State University

5. Dai, Jin. Stochastics Volatility Corrections for Interest Rate Models.

Degree: MS, Applied Mathematics, 2002, North Carolina State University

 This paper is mainly focused on how to price the interest rate derivatives by stochastic volatility models. We will use CIR model and introduce a… (more)

Subjects/Keywords: Stochastic Volatility Corrections; Vasicek; CIR

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APA (6th Edition):

Dai, J. (2002). Stochastics Volatility Corrections for Interest Rate Models. (Thesis). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/2240

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):

Dai, Jin. “Stochastics Volatility Corrections for Interest Rate Models.” 2002. Thesis, North Carolina State University. Accessed October 17, 2019. http://www.lib.ncsu.edu/resolver/1840.16/2240.

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

MLA Handbook (7th Edition):

Dai, Jin. “Stochastics Volatility Corrections for Interest Rate Models.” 2002. Web. 17 Oct 2019.

Vancouver:

Dai J. Stochastics Volatility Corrections for Interest Rate Models. [Internet] [Thesis]. North Carolina State University; 2002. [cited 2019 Oct 17]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/2240.

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

Council of Science Editors:

Dai J. Stochastics Volatility Corrections for Interest Rate Models. [Thesis]. North Carolina State University; 2002. Available from: http://www.lib.ncsu.edu/resolver/1840.16/2240

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


University of Newcastle Upon Tyne

6. Bredin, Donal Patrick. Asset returns and the real economy.

Degree: PhD, 2000, University of Newcastle Upon Tyne

 This thesis presents an empirical investigation of the behaviour of financial markets and also the relationship on the real economy. The thesis will focus on… (more)

Subjects/Keywords: 330; Exchange rate volatility; Financial markets

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APA (6th Edition):

Bredin, D. P. (2000). Asset returns and the real economy. (Doctoral Dissertation). University of Newcastle Upon Tyne. Retrieved from http://hdl.handle.net/10443/972

Chicago Manual of Style (16th Edition):

Bredin, Donal Patrick. “Asset returns and the real economy.” 2000. Doctoral Dissertation, University of Newcastle Upon Tyne. Accessed October 17, 2019. http://hdl.handle.net/10443/972.

MLA Handbook (7th Edition):

Bredin, Donal Patrick. “Asset returns and the real economy.” 2000. Web. 17 Oct 2019.

Vancouver:

Bredin DP. Asset returns and the real economy. [Internet] [Doctoral dissertation]. University of Newcastle Upon Tyne; 2000. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10443/972.

Council of Science Editors:

Bredin DP. Asset returns and the real economy. [Doctoral Dissertation]. University of Newcastle Upon Tyne; 2000. Available from: http://hdl.handle.net/10443/972


NSYSU

7. Hsing, Kuo. Parity Conditions and the Efficiency of the NTD /USD 30 and 90 Day Forward Markets.

Degree: Master, Economics, 2004, NSYSU

 Efficient market exist such that financial market make the absence of arbitrage opportunity on intertemporal asset price, There are special existence due to volatility clustering… (more)

Subjects/Keywords: covered interest parity; volatility clustering; EGARCH

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APA (6th Edition):

Hsing, K. (2004). Parity Conditions and the Efficiency of the NTD /USD 30 and 90 Day Forward Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1224104-165805

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):

Hsing, Kuo. “Parity Conditions and the Efficiency of the NTD /USD 30 and 90 Day Forward Markets.” 2004. Thesis, NSYSU. Accessed October 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1224104-165805.

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

MLA Handbook (7th Edition):

Hsing, Kuo. “Parity Conditions and the Efficiency of the NTD /USD 30 and 90 Day Forward Markets.” 2004. Web. 17 Oct 2019.

Vancouver:

Hsing K. Parity Conditions and the Efficiency of the NTD /USD 30 and 90 Day Forward Markets. [Internet] [Thesis]. NSYSU; 2004. [cited 2019 Oct 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1224104-165805.

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

Council of Science Editors:

Hsing K. Parity Conditions and the Efficiency of the NTD /USD 30 and 90 Day Forward Markets. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1224104-165805

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


University of Newcastle upon Tyne

8. Bredin, Donal Patrick. Asset returns and the real economy.

Degree: PhD, 2000, University of Newcastle upon Tyne

 This thesis presents an empirical investigation of the behaviour of financial markets and also the relationship on the real economy. The thesis will focus on… (more)

Subjects/Keywords: 330; Exchange rate volatility; Financial markets

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

APA (6th Edition):

Bredin, D. P. (2000). Asset returns and the real economy. (Doctoral Dissertation). University of Newcastle upon Tyne. Retrieved from http://theses.ncl.ac.uk/jspui/handle/10443/972 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310024

Chicago Manual of Style (16th Edition):

Bredin, Donal Patrick. “Asset returns and the real economy.” 2000. Doctoral Dissertation, University of Newcastle upon Tyne. Accessed October 17, 2019. http://theses.ncl.ac.uk/jspui/handle/10443/972 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310024.

MLA Handbook (7th Edition):

Bredin, Donal Patrick. “Asset returns and the real economy.” 2000. Web. 17 Oct 2019.

Vancouver:

Bredin DP. Asset returns and the real economy. [Internet] [Doctoral dissertation]. University of Newcastle upon Tyne; 2000. [cited 2019 Oct 17]. Available from: http://theses.ncl.ac.uk/jspui/handle/10443/972 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310024.

Council of Science Editors:

Bredin DP. Asset returns and the real economy. [Doctoral Dissertation]. University of Newcastle upon Tyne; 2000. Available from: http://theses.ncl.ac.uk/jspui/handle/10443/972 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310024


University of Nairobi

9. Muriu, Wanjihia P. Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange .

Degree: 2003, University of Nairobi

 This study analyzes the volatility structure of stock returns in an emerging stock market (NSE) covering the period 2nd January 1992 to 30th June 2003.… (more)

Subjects/Keywords: Nairobi Stock Exchange (NSE); Empirical analysis; Stock volatility; ARCH

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APA (6th Edition):

Muriu, W. P. (2003). Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/20019

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):

Muriu, Wanjihia P. “Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange .” 2003. Thesis, University of Nairobi. Accessed October 17, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/20019.

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

MLA Handbook (7th Edition):

Muriu, Wanjihia P. “Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange .” 2003. Web. 17 Oct 2019.

Vancouver:

Muriu WP. Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange . [Internet] [Thesis]. University of Nairobi; 2003. [cited 2019 Oct 17]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/20019.

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

Council of Science Editors:

Muriu WP. Volatility of stock returns:An empirical analysis of the Nairobi Stock Exchange . [Thesis]. University of Nairobi; 2003. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/20019

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


Penn State University

10. Chin, Ming-Chin. Commodity Prices and Transaction Coordination through Contracts.

Degree: PhD, Agricultural Economics, 2003, Penn State University

 My dissertation research is composed of three essays to investigate the role of procurement contracting, market structural features, and market participants¡¦ behavior as determinants of… (more)

Subjects/Keywords: forward contracts; price volatility; signaling; collective bargaining

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APA (6th Edition):

Chin, M. (2003). Commodity Prices and Transaction Coordination through Contracts. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/6096

Chicago Manual of Style (16th Edition):

Chin, Ming-Chin. “Commodity Prices and Transaction Coordination through Contracts.” 2003. Doctoral Dissertation, Penn State University. Accessed October 17, 2019. https://etda.libraries.psu.edu/catalog/6096.

MLA Handbook (7th Edition):

Chin, Ming-Chin. “Commodity Prices and Transaction Coordination through Contracts.” 2003. Web. 17 Oct 2019.

Vancouver:

Chin M. Commodity Prices and Transaction Coordination through Contracts. [Internet] [Doctoral dissertation]. Penn State University; 2003. [cited 2019 Oct 17]. Available from: https://etda.libraries.psu.edu/catalog/6096.

Council of Science Editors:

Chin M. Commodity Prices and Transaction Coordination through Contracts. [Doctoral Dissertation]. Penn State University; 2003. Available from: https://etda.libraries.psu.edu/catalog/6096


Penn State University

11. Singh, Amrik. The Effects of SFAS 133 on the Corporate Use of Derivatives, Volatility, and Earnings Management.

Degree: PhD, Hotel, Restaurant, and Institutional Management, 2004, Penn State University

 The implementation of Statement of Financial Accounting Standard (SFAS)133 had raised concerns about the potential impact the standard could have on firm hedging activities. Chief… (more)

Subjects/Keywords: derivatives; hedging; SFAS 133; volatility; earnings management

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APA (6th Edition):

Singh, A. (2004). The Effects of SFAS 133 on the Corporate Use of Derivatives, Volatility, and Earnings Management. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/6437

Chicago Manual of Style (16th Edition):

Singh, Amrik. “The Effects of SFAS 133 on the Corporate Use of Derivatives, Volatility, and Earnings Management.” 2004. Doctoral Dissertation, Penn State University. Accessed October 17, 2019. https://etda.libraries.psu.edu/catalog/6437.

MLA Handbook (7th Edition):

Singh, Amrik. “The Effects of SFAS 133 on the Corporate Use of Derivatives, Volatility, and Earnings Management.” 2004. Web. 17 Oct 2019.

Vancouver:

Singh A. The Effects of SFAS 133 on the Corporate Use of Derivatives, Volatility, and Earnings Management. [Internet] [Doctoral dissertation]. Penn State University; 2004. [cited 2019 Oct 17]. Available from: https://etda.libraries.psu.edu/catalog/6437.

Council of Science Editors:

Singh A. The Effects of SFAS 133 on the Corporate Use of Derivatives, Volatility, and Earnings Management. [Doctoral Dissertation]. Penn State University; 2004. Available from: https://etda.libraries.psu.edu/catalog/6437


The Ohio State University

12. Shao, Renyuan. The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry.

Degree: PhD, Agricultural Economics and Rural Sociology, 2003, The Ohio State University

 During recent years, more U.S. hog producers and meat packers are involved in marketing contracts to enhance net revenue and to limit downside price risk.… (more)

Subjects/Keywords: HOG; contracts; window contracts; PRICE; net revenue; volatility; forecasting

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APA (6th Edition):

Shao, R. (2003). The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1051933573

Chicago Manual of Style (16th Edition):

Shao, Renyuan. “The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry.” 2003. Doctoral Dissertation, The Ohio State University. Accessed October 17, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1051933573.

MLA Handbook (7th Edition):

Shao, Renyuan. “The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry.” 2003. Web. 17 Oct 2019.

Vancouver:

Shao R. The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry. [Internet] [Doctoral dissertation]. The Ohio State University; 2003. [cited 2019 Oct 17]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1051933573.

Council of Science Editors:

Shao R. The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry. [Doctoral Dissertation]. The Ohio State University; 2003. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1051933573


Virginia Tech

13. Pickard, Joseph Conlin. Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico.

Degree: MA, Economics, 2003, Virginia Tech

 This empirical study uses stochastic coefficients econometric modeling to forecast real exchange rate volatility and examine how expected and unexpected volatility affect bilateral trade flows… (more)

Subjects/Keywords: steel industry; exchange rates; volatility; international trade; stochastic coefficients

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APA (6th Edition):

Pickard, J. C. (2003). Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/33702

Chicago Manual of Style (16th Edition):

Pickard, Joseph Conlin. “Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico.” 2003. Masters Thesis, Virginia Tech. Accessed October 17, 2019. http://hdl.handle.net/10919/33702.

MLA Handbook (7th Edition):

Pickard, Joseph Conlin. “Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico.” 2003. Web. 17 Oct 2019.

Vancouver:

Pickard JC. Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico. [Internet] [Masters thesis]. Virginia Tech; 2003. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10919/33702.

Council of Science Editors:

Pickard JC. Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico. [Masters Thesis]. Virginia Tech; 2003. Available from: http://hdl.handle.net/10919/33702


North Carolina State University

14. Tullie, Tracey Andrew. Variance Reduction for Monte Carlo Simulation of European, American or Barrier Options in a Stochastic Volatility Environment.

Degree: PhD, Applied Mathematics, 2002, North Carolina State University

 In this work we develop a methodology to reduce the variance when applying Monte Carlo simulation to the pricing of a European, American or Barrier… (more)

Subjects/Keywords: importance sampling; variance reduction; volatility; fast mean-reverting asymptotics

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APA (6th Edition):

Tullie, T. A. (2002). Variance Reduction for Monte Carlo Simulation of European, American or Barrier Options in a Stochastic Volatility Environment. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/3445

Chicago Manual of Style (16th Edition):

Tullie, Tracey Andrew. “Variance Reduction for Monte Carlo Simulation of European, American or Barrier Options in a Stochastic Volatility Environment.” 2002. Doctoral Dissertation, North Carolina State University. Accessed October 17, 2019. http://www.lib.ncsu.edu/resolver/1840.16/3445.

MLA Handbook (7th Edition):

Tullie, Tracey Andrew. “Variance Reduction for Monte Carlo Simulation of European, American or Barrier Options in a Stochastic Volatility Environment.” 2002. Web. 17 Oct 2019.

Vancouver:

Tullie TA. Variance Reduction for Monte Carlo Simulation of European, American or Barrier Options in a Stochastic Volatility Environment. [Internet] [Doctoral dissertation]. North Carolina State University; 2002. [cited 2019 Oct 17]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3445.

Council of Science Editors:

Tullie TA. Variance Reduction for Monte Carlo Simulation of European, American or Barrier Options in a Stochastic Volatility Environment. [Doctoral Dissertation]. North Carolina State University; 2002. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3445

15. Monteiro, Regina Caspari. Contribuições da abordagem de avaliação de opções reais em ambientes econômicos de grande volatilidade - uma ênfase no cenário latino-americano.

Degree: Mestrado, Controladoria e Contabilidade: Contabilidade, 2003, University of São Paulo

Em finanças corporativas e em análises tradicionais de projetos, os modelos de fluxo de caixa descontado têm prevalecido como a estrutura básica para a grande… (more)

Subjects/Keywords: Análise de Investimentos; Capital Budgeting; Finanças; Finance; Opções Reais; Real Options; Volatilidade; Volatility

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

APA (6th Edition):

Monteiro, R. C. (2003). Contribuições da abordagem de avaliação de opções reais em ambientes econômicos de grande volatilidade - uma ênfase no cenário latino-americano. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12136/tde-14112003-191931/ ;

Chicago Manual of Style (16th Edition):

Monteiro, Regina Caspari. “Contribuições da abordagem de avaliação de opções reais em ambientes econômicos de grande volatilidade - uma ênfase no cenário latino-americano.” 2003. Masters Thesis, University of São Paulo. Accessed October 17, 2019. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-14112003-191931/ ;.

MLA Handbook (7th Edition):

Monteiro, Regina Caspari. “Contribuições da abordagem de avaliação de opções reais em ambientes econômicos de grande volatilidade - uma ênfase no cenário latino-americano.” 2003. Web. 17 Oct 2019.

Vancouver:

Monteiro RC. Contribuições da abordagem de avaliação de opções reais em ambientes econômicos de grande volatilidade - uma ênfase no cenário latino-americano. [Internet] [Masters thesis]. University of São Paulo; 2003. [cited 2019 Oct 17]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-14112003-191931/ ;.

Council of Science Editors:

Monteiro RC. Contribuições da abordagem de avaliação de opções reais em ambientes econômicos de grande volatilidade - uma ênfase no cenário latino-americano. [Masters Thesis]. University of São Paulo; 2003. Available from: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-14112003-191931/ ;


University of Cincinnati

16. YANG, JR-MING JIMMY. A MARKET STABILIZATION MECHANISM - CIRCUIT BREAKER: THEORY AND EVIDENCE.

Degree: PhD, Business Administration : Finance, 2003, University of Cincinnati

 The term "circuit breaker" originates in electrical engineering to describe a pre-set switch that shuts down electrical activity in excess of a system's design capacity.… (more)

Subjects/Keywords: Economics, Finance; circuit breakers; price limits; volatility; trading activiity; price discovery

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

APA (6th Edition):

YANG, J. J. (2003). A MARKET STABILIZATION MECHANISM - CIRCUIT BREAKER: THEORY AND EVIDENCE. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1054125077

Chicago Manual of Style (16th Edition):

YANG, JR-MING JIMMY. “A MARKET STABILIZATION MECHANISM - CIRCUIT BREAKER: THEORY AND EVIDENCE.” 2003. Doctoral Dissertation, University of Cincinnati. Accessed October 17, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1054125077.

MLA Handbook (7th Edition):

YANG, JR-MING JIMMY. “A MARKET STABILIZATION MECHANISM - CIRCUIT BREAKER: THEORY AND EVIDENCE.” 2003. Web. 17 Oct 2019.

Vancouver:

YANG JJ. A MARKET STABILIZATION MECHANISM - CIRCUIT BREAKER: THEORY AND EVIDENCE. [Internet] [Doctoral dissertation]. University of Cincinnati; 2003. [cited 2019 Oct 17]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1054125077.

Council of Science Editors:

YANG JJ. A MARKET STABILIZATION MECHANISM - CIRCUIT BREAKER: THEORY AND EVIDENCE. [Doctoral Dissertation]. University of Cincinnati; 2003. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1054125077


NSYSU

17. Hsu, Ju-Wen. The Impact of Information on Volatility in Taiwan's Foreign Exchange Market.

Degree: Master, Business Management, 2002, NSYSU

 In the early stage, the fixed exchange rate policy was established in Taiwan, with focus on the exchange of NT Dollar to US dollar. After… (more)

Subjects/Keywords: public information; private information; intraday volatility; Taiwan's foreign exchange market

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

APA (6th Edition):

Hsu, J. (2002). The Impact of Information on Volatility in Taiwan's Foreign Exchange Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726102-165818

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):

Hsu, Ju-Wen. “The Impact of Information on Volatility in Taiwan's Foreign Exchange Market.” 2002. Thesis, NSYSU. Accessed October 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726102-165818.

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

MLA Handbook (7th Edition):

Hsu, Ju-Wen. “The Impact of Information on Volatility in Taiwan's Foreign Exchange Market.” 2002. Web. 17 Oct 2019.

Vancouver:

Hsu J. The Impact of Information on Volatility in Taiwan's Foreign Exchange Market. [Internet] [Thesis]. NSYSU; 2002. [cited 2019 Oct 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726102-165818.

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

Council of Science Editors:

Hsu J. The Impact of Information on Volatility in Taiwan's Foreign Exchange Market. [Thesis]. NSYSU; 2002. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726102-165818

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


NSYSU

18. Hung, Chen-Hui. A Multidimensional Fitted Finite Volume Method for the Black-Scholes Equation Governing Option Pricing.

Degree: Master, Applied Mathematics, 2004, NSYSU

 In this paper we present a finite volume method for a two-dimensional Black-Scholes equation with stochastic volatility governing European option pricing. In this work, we… (more)

Subjects/Keywords: option pricing; finite volume method; stochastic volatility; Black-Scholes equation

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

APA (6th Edition):

Hung, C. (2004). A Multidimensional Fitted Finite Volume Method for the Black-Scholes Equation Governing Option Pricing. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705104-120606

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):

Hung, Chen-Hui. “A Multidimensional Fitted Finite Volume Method for the Black-Scholes Equation Governing Option Pricing.” 2004. Thesis, NSYSU. Accessed October 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705104-120606.

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

MLA Handbook (7th Edition):

Hung, Chen-Hui. “A Multidimensional Fitted Finite Volume Method for the Black-Scholes Equation Governing Option Pricing.” 2004. Web. 17 Oct 2019.

Vancouver:

Hung C. A Multidimensional Fitted Finite Volume Method for the Black-Scholes Equation Governing Option Pricing. [Internet] [Thesis]. NSYSU; 2004. [cited 2019 Oct 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705104-120606.

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

Council of Science Editors:

Hung C. A Multidimensional Fitted Finite Volume Method for the Black-Scholes Equation Governing Option Pricing. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705104-120606

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


Linköping University

19. Branér, Robert. Volatilitet och effektivitet på aktiemarknaden -Har risken i enskilda aktier ökat?.

Degree: Management and Economics, 2002, Linköping University

I denna uppsats diskuteras sambandet mellan risk, marknadseffektivitet och volatilitet. En studie görs för att se om volatiliteten (kursrörligheten) har ökat i enskilda aktier… (more)

Subjects/Keywords: Economics; individual stocks; volatility; efficiency; financial markets; Nationalekonomi; Economics; Nationalekonomi

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

APA (6th Edition):

Branér, R. (2002). Volatilitet och effektivitet på aktiemarknaden -Har risken i enskilda aktier ökat?. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1472

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):

Branér, Robert. “Volatilitet och effektivitet på aktiemarknaden -Har risken i enskilda aktier ökat?.” 2002. Thesis, Linköping University. Accessed October 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1472.

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

MLA Handbook (7th Edition):

Branér, Robert. “Volatilitet och effektivitet på aktiemarknaden -Har risken i enskilda aktier ökat?.” 2002. Web. 17 Oct 2019.

Vancouver:

Branér R. Volatilitet och effektivitet på aktiemarknaden -Har risken i enskilda aktier ökat?. [Internet] [Thesis]. Linköping University; 2002. [cited 2019 Oct 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1472.

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

Council of Science Editors:

Branér R. Volatilitet och effektivitet på aktiemarknaden -Har risken i enskilda aktier ökat?. [Thesis]. Linköping University; 2002. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1472

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


Universitat Autònoma de Barcelona

20. Lopes Moreira de Veiga, Maria Helena. Modelling and forecasting stochastic volatility.

Degree: Departament d'Economia i d'Història Econòmica, 2004, Universitat Autònoma de Barcelona

 The purpose of my thesis is to model and forecast the volatility of the financial series of returns by using both continuous and discrete time… (more)

Subjects/Keywords: Continuous-time stochastic volatility; Long-memory; EMM; Ciències Socials; 33

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

APA (6th Edition):

Lopes Moreira de Veiga, M. H. (2004). Modelling and forecasting stochastic volatility. (Thesis). Universitat Autònoma de Barcelona. Retrieved from http://hdl.handle.net/10803/4046

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):

Lopes Moreira de Veiga, Maria Helena. “Modelling and forecasting stochastic volatility.” 2004. Thesis, Universitat Autònoma de Barcelona. Accessed October 17, 2019. http://hdl.handle.net/10803/4046.

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

MLA Handbook (7th Edition):

Lopes Moreira de Veiga, Maria Helena. “Modelling and forecasting stochastic volatility.” 2004. Web. 17 Oct 2019.

Vancouver:

Lopes Moreira de Veiga MH. Modelling and forecasting stochastic volatility. [Internet] [Thesis]. Universitat Autònoma de Barcelona; 2004. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10803/4046.

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

Council of Science Editors:

Lopes Moreira de Veiga MH. Modelling and forecasting stochastic volatility. [Thesis]. Universitat Autònoma de Barcelona; 2004. Available from: http://hdl.handle.net/10803/4046

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


Virginia Tech

21. Thorne, Terrill D. DOES THE RELITIVE PRICE OF NON-TRADED GOODS CONTRIBUTE TO THE SHORT-TERM VOLATILITY IN THE U.S./CANADA REAL EXCHANGE RATE? A STOCHASTIC COEFFICIENT ESTIMATION APPROACH.

Degree: MA, Economics, 2002, Virginia Tech

  This study uses a random coefficient estimation procedure to test the hypothesis that much of the volatility in the U.S./Canada real exchange rate over… (more)

Subjects/Keywords: Exchange Rate; Volatility; Purchasing Power Parity; International Economics; Random Coefficient Model

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

APA (6th Edition):

Thorne, T. D. (2002). DOES THE RELITIVE PRICE OF NON-TRADED GOODS CONTRIBUTE TO THE SHORT-TERM VOLATILITY IN THE U.S./CANADA REAL EXCHANGE RATE? A STOCHASTIC COEFFICIENT ESTIMATION APPROACH. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/31159

Chicago Manual of Style (16th Edition):

Thorne, Terrill D. “DOES THE RELITIVE PRICE OF NON-TRADED GOODS CONTRIBUTE TO THE SHORT-TERM VOLATILITY IN THE U.S./CANADA REAL EXCHANGE RATE? A STOCHASTIC COEFFICIENT ESTIMATION APPROACH.” 2002. Masters Thesis, Virginia Tech. Accessed October 17, 2019. http://hdl.handle.net/10919/31159.

MLA Handbook (7th Edition):

Thorne, Terrill D. “DOES THE RELITIVE PRICE OF NON-TRADED GOODS CONTRIBUTE TO THE SHORT-TERM VOLATILITY IN THE U.S./CANADA REAL EXCHANGE RATE? A STOCHASTIC COEFFICIENT ESTIMATION APPROACH.” 2002. Web. 17 Oct 2019.

Vancouver:

Thorne TD. DOES THE RELITIVE PRICE OF NON-TRADED GOODS CONTRIBUTE TO THE SHORT-TERM VOLATILITY IN THE U.S./CANADA REAL EXCHANGE RATE? A STOCHASTIC COEFFICIENT ESTIMATION APPROACH. [Internet] [Masters thesis]. Virginia Tech; 2002. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10919/31159.

Council of Science Editors:

Thorne TD. DOES THE RELITIVE PRICE OF NON-TRADED GOODS CONTRIBUTE TO THE SHORT-TERM VOLATILITY IN THE U.S./CANADA REAL EXCHANGE RATE? A STOCHASTIC COEFFICIENT ESTIMATION APPROACH. [Masters Thesis]. Virginia Tech; 2002. Available from: http://hdl.handle.net/10919/31159

22. XU JUN. Revisit the volume versus GARCH effects - Evidence from China stock markets.

Degree: 2004, National University of Singapore

Subjects/Keywords: volatility; GARCH; volume; turnover; mixture of distributions hypothesis (MDH); Shanghai Stock Exchange

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

APA (6th Edition):

JUN, X. (2004). Revisit the volume versus GARCH effects - Evidence from China stock markets. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/14102

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):

JUN, XU. “Revisit the volume versus GARCH effects - Evidence from China stock markets.” 2004. Thesis, National University of Singapore. Accessed October 17, 2019. http://scholarbank.nus.edu.sg/handle/10635/14102.

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

MLA Handbook (7th Edition):

JUN, XU. “Revisit the volume versus GARCH effects - Evidence from China stock markets.” 2004. Web. 17 Oct 2019.

Vancouver:

JUN X. Revisit the volume versus GARCH effects - Evidence from China stock markets. [Internet] [Thesis]. National University of Singapore; 2004. [cited 2019 Oct 17]. Available from: http://scholarbank.nus.edu.sg/handle/10635/14102.

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

Council of Science Editors:

JUN X. Revisit the volume versus GARCH effects - Evidence from China stock markets. [Thesis]. National University of Singapore; 2004. Available from: http://scholarbank.nus.edu.sg/handle/10635/14102

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


University of Waterloo

23. Pooley, David. Numerical Methods for Nonlinear Equations in Option Pricing.

Degree: 2003, University of Waterloo

 This thesis explores numerical methods for solving nonlinear partial differential equations (PDEs) that arise in option pricing problems. The goal is to develop or identify… (more)

Subjects/Keywords: Computer Science; option pricing; nonlinear; viscosity solutions; passport options; uncertain volatility; PDE

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

APA (6th Edition):

Pooley, D. (2003). Numerical Methods for Nonlinear Equations in Option Pricing. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/1062

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):

Pooley, David. “Numerical Methods for Nonlinear Equations in Option Pricing.” 2003. Thesis, University of Waterloo. Accessed October 17, 2019. http://hdl.handle.net/10012/1062.

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

MLA Handbook (7th Edition):

Pooley, David. “Numerical Methods for Nonlinear Equations in Option Pricing.” 2003. Web. 17 Oct 2019.

Vancouver:

Pooley D. Numerical Methods for Nonlinear Equations in Option Pricing. [Internet] [Thesis]. University of Waterloo; 2003. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10012/1062.

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

Council of Science Editors:

Pooley D. Numerical Methods for Nonlinear Equations in Option Pricing. [Thesis]. University of Waterloo; 2003. Available from: http://hdl.handle.net/10012/1062

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


North Carolina State University

24. Han, Chuan-Hsiang. Singular Perturbations on Non-Smooth Boundary Problems in Finance.

Degree: PhD, Applied Mathematics, 2003, North Carolina State University

 In this work we apply asymptotic analysis on compound options, American options, Asian options, and variance (or volatility) contracts in the context of stochastic volatility(more)

Subjects/Keywords: epsilon-martingale decomposition; singular and regular perturbations; stochastic volatility model

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

APA (6th Edition):

Han, C. (2003). Singular Perturbations on Non-Smooth Boundary Problems in Finance. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/4546

Chicago Manual of Style (16th Edition):

Han, Chuan-Hsiang. “Singular Perturbations on Non-Smooth Boundary Problems in Finance.” 2003. Doctoral Dissertation, North Carolina State University. Accessed October 17, 2019. http://www.lib.ncsu.edu/resolver/1840.16/4546.

MLA Handbook (7th Edition):

Han, Chuan-Hsiang. “Singular Perturbations on Non-Smooth Boundary Problems in Finance.” 2003. Web. 17 Oct 2019.

Vancouver:

Han C. Singular Perturbations on Non-Smooth Boundary Problems in Finance. [Internet] [Doctoral dissertation]. North Carolina State University; 2003. [cited 2019 Oct 17]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4546.

Council of Science Editors:

Han C. Singular Perturbations on Non-Smooth Boundary Problems in Finance. [Doctoral Dissertation]. North Carolina State University; 2003. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4546


University of New Orleans

25. He, Wei. An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice.

Degree: PhD, Economics and Finance, 2004, University of New Orleans

 Chapter 1 of the dissertation investigates the firms' restructuring choice between minority carve-outs and tracking stocks using samples during 1990-2001. The extra compensation from the… (more)

Subjects/Keywords: Restructuring choice; Tracking stocks; Carve-outs; Value effects; overreaction; implied volatility

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APA (6th Edition):

He, W. (2004). An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/174

Chicago Manual of Style (16th Edition):

He, Wei. “An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice.” 2004. Doctoral Dissertation, University of New Orleans. Accessed October 17, 2019. https://scholarworks.uno.edu/td/174.

MLA Handbook (7th Edition):

He, Wei. “An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice.” 2004. Web. 17 Oct 2019.

Vancouver:

He W. An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice. [Internet] [Doctoral dissertation]. University of New Orleans; 2004. [cited 2019 Oct 17]. Available from: https://scholarworks.uno.edu/td/174.

Council of Science Editors:

He W. An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice. [Doctoral Dissertation]. University of New Orleans; 2004. Available from: https://scholarworks.uno.edu/td/174


University of Helsinki

26. Vuorenmaa, Tommi. A Multiresolution Analysis of Stock Market Volatility Using Wavelet Methodology.

Degree: Department of Political Science; Helsingfors universitet, Allmän statslära, Institutionen för, 2004, University of Helsinki

The non-stationary character of stock market returns manifests itself through the volatility clustering effect and large jumps. An efficient way of representing a time series… (more)

Subjects/Keywords: high-frequency data; long-memory; stock markets; time-scales; volatility; wavelets; high-frequency data; long-memory; stock markets; time-scales; volatility; wavelets

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

APA (6th Edition):

Vuorenmaa, T. (2004). A Multiresolution Analysis of Stock Market Volatility Using Wavelet Methodology. (Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/11047

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):

Vuorenmaa, Tommi. “A Multiresolution Analysis of Stock Market Volatility Using Wavelet Methodology.” 2004. Thesis, University of Helsinki. Accessed October 17, 2019. http://hdl.handle.net/10138/11047.

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

MLA Handbook (7th Edition):

Vuorenmaa, Tommi. “A Multiresolution Analysis of Stock Market Volatility Using Wavelet Methodology.” 2004. Web. 17 Oct 2019.

Vancouver:

Vuorenmaa T. A Multiresolution Analysis of Stock Market Volatility Using Wavelet Methodology. [Internet] [Thesis]. University of Helsinki; 2004. [cited 2019 Oct 17]. Available from: http://hdl.handle.net/10138/11047.

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

Council of Science Editors:

Vuorenmaa T. A Multiresolution Analysis of Stock Market Volatility Using Wavelet Methodology. [Thesis]. University of Helsinki; 2004. Available from: http://hdl.handle.net/10138/11047

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

27. Tereza de Jesus Ramos da Silva. Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.

Degree: 2003, Universidade Federal Rural do Rio de Janeiro

Options in future markets is a theme still with little exploration by the studious, concerned to practical work published, mainly in Brazilian Literature. In this… (more)

Subjects/Keywords: options in farming future markets; opções em mercados futuros agropecuários; volatilidade; Modelo de Black &Scholes.; ADMINISTRACAO; volatility

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

APA (6th Edition):

Silva, T. d. J. R. d. (2003). Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F. (Thesis). Universidade Federal Rural do Rio de Janeiro. Retrieved from http://bdtd.ufrrj.br//tde_busca/arquivo.php?codArquivo=886

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):

Silva, Tereza de Jesus Ramos da. “Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.” 2003. Thesis, Universidade Federal Rural do Rio de Janeiro. Accessed October 17, 2019. http://bdtd.ufrrj.br//tde_busca/arquivo.php?codArquivo=886.

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

MLA Handbook (7th Edition):

Silva, Tereza de Jesus Ramos da. “Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.” 2003. Web. 17 Oct 2019.

Vancouver:

Silva TdJRd. Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F. [Internet] [Thesis]. Universidade Federal Rural do Rio de Janeiro; 2003. [cited 2019 Oct 17]. Available from: http://bdtd.ufrrj.br//tde_busca/arquivo.php?codArquivo=886.

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

Council of Science Editors:

Silva TdJRd. Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F. [Thesis]. Universidade Federal Rural do Rio de Janeiro; 2003. Available from: http://bdtd.ufrrj.br//tde_busca/arquivo.php?codArquivo=886

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

28. Marçal, Emerson Fernandes. Ensaios sobre eficiência, cointegração, componentes comuns, não linearidades na variância nos mercados financeiros: um estudo da estrutura a termo das taxas de juros e da volatilidade de títulos da dívida soberana.

Degree: PhD, Teoria Econômica, 2004, University of São Paulo

O objetivo desta tese consiste na elaboração de dois estudos empíricos. No primeiro, estuda-se as propriedades da estrutura a termo das taxas de juros e… (more)

Subjects/Keywords: cointegração; cointegration; common factors; componentes comuns; contágio; contagion; efficiency; eficiência; não linearidades; nonlinearities; volatilidade; volatility

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

APA (6th Edition):

Marçal, E. F. (2004). Ensaios sobre eficiência, cointegração, componentes comuns, não linearidades na variância nos mercados financeiros: um estudo da estrutura a termo das taxas de juros e da volatilidade de títulos da dívida soberana. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12138/tde-07092004-230857/ ;

Chicago Manual of Style (16th Edition):

Marçal, Emerson Fernandes. “Ensaios sobre eficiência, cointegração, componentes comuns, não linearidades na variância nos mercados financeiros: um estudo da estrutura a termo das taxas de juros e da volatilidade de títulos da dívida soberana.” 2004. Doctoral Dissertation, University of São Paulo. Accessed October 17, 2019. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-07092004-230857/ ;.

MLA Handbook (7th Edition):

Marçal, Emerson Fernandes. “Ensaios sobre eficiência, cointegração, componentes comuns, não linearidades na variância nos mercados financeiros: um estudo da estrutura a termo das taxas de juros e da volatilidade de títulos da dívida soberana.” 2004. Web. 17 Oct 2019.

Vancouver:

Marçal EF. Ensaios sobre eficiência, cointegração, componentes comuns, não linearidades na variância nos mercados financeiros: um estudo da estrutura a termo das taxas de juros e da volatilidade de títulos da dívida soberana. [Internet] [Doctoral dissertation]. University of São Paulo; 2004. [cited 2019 Oct 17]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-07092004-230857/ ;.

Council of Science Editors:

Marçal EF. Ensaios sobre eficiência, cointegração, componentes comuns, não linearidades na variância nos mercados financeiros: um estudo da estrutura a termo das taxas de juros e da volatilidade de títulos da dívida soberana. [Doctoral Dissertation]. University of São Paulo; 2004. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-07092004-230857/ ;

29. Anderson Luiz Rezende Mol. Value-at-Risk como medida de risco da volatilidade dos ajustes diÃrios em mercados futuros de cafÃ.

Degree: 2002, UNIVERSIDADE FEDERAL DE LAVRAS

A utilizaÃÃo dos derivativos como instrumento de proteÃÃo de risco tem sido uma estratÃgia muito utilizada no mercado de commodities. Entretanto, estes mercados podem nÃo… (more)

Subjects/Keywords: ADMINISTRACAO FINANCEIRA; Volatilidade, CafÃ, GARCH, Value-at-risk, risco; Volatility, Coffee, GARCH, Value-at-risk, risk

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

APA (6th Edition):

Mol, A. L. R. (2002). Value-at-Risk como medida de risco da volatilidade dos ajustes diÃrios em mercados futuros de cafÃ. (Thesis). UNIVERSIDADE FEDERAL DE LAVRAS. Retrieved from http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=615

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):

Mol, Anderson Luiz Rezende. “Value-at-Risk como medida de risco da volatilidade dos ajustes diÃrios em mercados futuros de cafÃ.” 2002. Thesis, UNIVERSIDADE FEDERAL DE LAVRAS. Accessed October 17, 2019. http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=615.

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

MLA Handbook (7th Edition):

Mol, Anderson Luiz Rezende. “Value-at-Risk como medida de risco da volatilidade dos ajustes diÃrios em mercados futuros de cafÃ.” 2002. Web. 17 Oct 2019.

Vancouver:

Mol ALR. Value-at-Risk como medida de risco da volatilidade dos ajustes diÃrios em mercados futuros de cafÃ. [Internet] [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2002. [cited 2019 Oct 17]. Available from: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=615.

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

Council of Science Editors:

Mol ALR. Value-at-Risk como medida de risco da volatilidade dos ajustes diÃrios em mercados futuros de cafÃ. [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2002. Available from: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=615

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


The Ohio State University

30. Bittencourt, Mauricio Vaz Lobo. The impacts of trade liberalization and macroeconomic instability on the Brazilian economy.

Degree: PhD, Agricultural, Environmental and Development Economics, 2004, The Ohio State University

 After the creation of the Mercosur (Argentina, Brazil, Paraguay and Uruguay), in the beginning of the 1990s, new free trade agreements began to be debated… (more)

Subjects/Keywords: Economics, Agricultural; exchange rate; tariffs; import tariffs; TRADE; Mercosur; reduction in import tariffs; volatility

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

APA (6th Edition):

Bittencourt, M. V. L. (2004). The impacts of trade liberalization and macroeconomic instability on the Brazilian economy. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1101328593

Chicago Manual of Style (16th Edition):

Bittencourt, Mauricio Vaz Lobo. “The impacts of trade liberalization and macroeconomic instability on the Brazilian economy.” 2004. Doctoral Dissertation, The Ohio State University. Accessed October 17, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1101328593.

MLA Handbook (7th Edition):

Bittencourt, Mauricio Vaz Lobo. “The impacts of trade liberalization and macroeconomic instability on the Brazilian economy.” 2004. Web. 17 Oct 2019.

Vancouver:

Bittencourt MVL. The impacts of trade liberalization and macroeconomic instability on the Brazilian economy. [Internet] [Doctoral dissertation]. The Ohio State University; 2004. [cited 2019 Oct 17]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1101328593.

Council of Science Editors:

Bittencourt MVL. The impacts of trade liberalization and macroeconomic instability on the Brazilian economy. [Doctoral Dissertation]. The Ohio State University; 2004. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1101328593

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