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You searched for subject:(volatility). Showing records 1 – 30 of 1342 total matches.

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Cornell University

1. Hsieh, Peilin. Three Essays On Volatility .

Degree: 2013, Cornell University

 My dissertation focuses on economic studying of volatility issues. Three essays are contained in my dissertation. Essay 1 extends a microstructure model to explain the… (more)

Subjects/Keywords: Volatility; Implied Volatility; Options

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Thesis, Cornell University. Accessed July 09, 2020. http://hdl.handle.net/1813/34067.

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

MLA Handbook (7th Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Web. 09 Jul 2020.

Vancouver:

Hsieh P. Three Essays On Volatility . [Internet] [Thesis]. Cornell University; 2013. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/1813/34067.

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

Council of Science Editors:

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

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


University of Saskatchewan

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

Degree: 2018, University of Saskatchewan

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

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

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Ezeonyeka, Arinze. “Is the VIX a Reliable Indicator of Stock Market Volatility?.” 2018. Thesis, University of Saskatchewan. Accessed July 09, 2020. http://hdl.handle.net/10388/11839.

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

MLA Handbook (7th Edition):

Ezeonyeka, Arinze. “Is the VIX a Reliable Indicator of Stock Market Volatility?.” 2018. Web. 09 Jul 2020.

Vancouver:

Ezeonyeka A. Is the VIX a Reliable Indicator of Stock Market Volatility?. [Internet] [Thesis]. University of Saskatchewan; 2018. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/10388/11839.

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

Council of Science Editors:

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

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

3. Zhang, Jun. Organization & Analysis of Stock Option Market Data.

Degree: MS, 2011, Worcester Polytechnic Institute

  Option market data are quoted in terms of option prices and are fragmented into over 100 individual contract files per day for each symbol.… (more)

Subjects/Keywords: implied volatility; volatility smile

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APA (6th Edition):

Zhang, J. (2011). Organization & Analysis of Stock Option Market Data. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-010811-204936 ; https://digitalcommons.wpi.edu/etd-theses/34

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, Jun. “Organization & Analysis of Stock Option Market Data.” 2011. Thesis, Worcester Polytechnic Institute. Accessed July 09, 2020. etd-010811-204936 ; https://digitalcommons.wpi.edu/etd-theses/34.

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

MLA Handbook (7th Edition):

Zhang, Jun. “Organization & Analysis of Stock Option Market Data.” 2011. Web. 09 Jul 2020.

Vancouver:

Zhang J. Organization & Analysis of Stock Option Market Data. [Internet] [Thesis]. Worcester Polytechnic Institute; 2011. [cited 2020 Jul 09]. Available from: etd-010811-204936 ; https://digitalcommons.wpi.edu/etd-theses/34.

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

Council of Science Editors:

Zhang J. Organization & Analysis of Stock Option Market Data. [Thesis]. Worcester Polytechnic Institute; 2011. Available from: etd-010811-204936 ; https://digitalcommons.wpi.edu/etd-theses/34

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


University of Georgia

4. 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 July 09, 2020. 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. 09 Jul 2020.

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 2020 Jul 09]. Available from: http://purl.galileo.usg.edu/uga_etd/zhang_jidong_200412_ms.

Council of Science Editors:

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


University of Colorado

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

Degree: PhD, Finance, 2011, University of Colorado

  Essay I: The Roles of Short-Run and Long-Run Volatility Factors in Options Market: A Term Structure Perspective This paper examines the option pricing implications… (more)

Subjects/Keywords: Implied volatility; Option; Skewness; Stochastic volatility; Volatility; Volatility smirk; Economics; Finance

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Doctoral Dissertation, University of Colorado. Accessed July 09, 2020. https://scholar.colorado.edu/fnce_gradetds/2.

MLA Handbook (7th Edition):

Park, Yang-Ho. “Two Essays on Options Market.” 2011. Web. 09 Jul 2020.

Vancouver:

Park Y. Two Essays on Options Market. [Internet] [Doctoral dissertation]. University of Colorado; 2011. [cited 2020 Jul 09]. Available from: https://scholar.colorado.edu/fnce_gradetds/2.

Council of Science Editors:

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


Università della Svizzera italiana

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

Degree: 2011, Università della Svizzera italiana

 The goal of this PhD Thesis is the definition of new robust estimators, thereby extending the available theory and exploring new directions for applications in… (more)

Subjects/Keywords: Stochastic volatility

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

La Vecchia, Davide. “Contributions to robustness theory.” 2011. Thesis, Università della Svizzera italiana. Accessed July 09, 2020. http://doc.rero.ch/record/27095.

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

MLA Handbook (7th Edition):

La Vecchia, Davide. “Contributions to robustness theory.” 2011. Web. 09 Jul 2020.

Vancouver:

La Vecchia D. Contributions to robustness theory. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2020 Jul 09]. Available from: http://doc.rero.ch/record/27095.

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

Council of Science Editors:

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

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


Università della Svizzera italiana

7. 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 July 09, 2020. 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. 09 Jul 2020.

Vancouver:

Sampietro S. Bayesian analysis for mixtures of autoregressive components with application to financial market volatility. [Internet] [Thesis]. Università della Svizzera italiana; 2004. [cited 2020 Jul 09]. 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

8. 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 July 09, 2020. http://hdl.handle.net/10063/6405.

MLA Handbook (7th Edition):

Yaghoubi, Mona. “Three Essays on Capital Structure.” 2017. Web. 09 Jul 2020.

Vancouver:

Yaghoubi M. Three Essays on Capital Structure. [Internet] [Doctoral dissertation]. Victoria University of Wellington; 2017. [cited 2020 Jul 09]. 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 Debrecen

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

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

 A dolgozat bemutatja az olajár volatilitása és a GDP növekedési üteme közötti összefüggést az Egyesült Államokban. Empirikus adatokkal összehasonlítja a történelmi olajsokkok hasonlóságait és különbözőségeit,… (more)

Subjects/Keywords: Oil price; Volatility

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APA (6th Edition):

Kerezsi, J. (2012). A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/151075

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

Chicago Manual of Style (16th Edition):

Kerezsi, János. “A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .” 2012. Thesis, University of Debrecen. Accessed July 09, 2020. http://hdl.handle.net/2437/151075.

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

MLA Handbook (7th Edition):

Kerezsi, János. “A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére .” 2012. Web. 09 Jul 2020.

Vancouver:

Kerezsi J. A kőolajár volatilitásának hatása az Egyesült Államok gazdasági teljesítményére . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/2437/151075.

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

Council of Science Editors:

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

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


Università della Svizzera italiana

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

Degree: 2011, Università della Svizzera italiana

 The main goal of this thesis is to present and evaluate different procedures for modeling and forecasting volatility, and examine the relative accuracy of these… (more)

Subjects/Keywords: Model-free volatility

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APA (6th Edition):

Bakanova, A. (2011). The futures price volatility in the crude oil market. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/29755

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

Chicago Manual of Style (16th Edition):

Bakanova, Asyl. “The futures price volatility in the crude oil market.” 2011. Thesis, Università della Svizzera italiana. Accessed July 09, 2020. http://doc.rero.ch/record/29755.

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

MLA Handbook (7th Edition):

Bakanova, Asyl. “The futures price volatility in the crude oil market.” 2011. Web. 09 Jul 2020.

Vancouver:

Bakanova A. The futures price volatility in the crude oil market. [Internet] [Thesis]. Università della Svizzera italiana; 2011. [cited 2020 Jul 09]. Available from: http://doc.rero.ch/record/29755.

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

Council of Science Editors:

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

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


Queens University

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

Degree: Economics, 2014, Queens University

 This dissertation studies volatility measurement and modeling issues when asset prices are subject to price limits based on Bayesian approaches. Two types of estimators are… (more)

Subjects/Keywords: Price Limits; Volatility

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APA (6th Edition):

Gao, R. (2014). Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/8576

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

Chicago Manual of Style (16th Edition):

Gao, Rui. “Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .” 2014. Thesis, Queens University. Accessed July 09, 2020. http://hdl.handle.net/1974/8576.

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

MLA Handbook (7th Edition):

Gao, Rui. “Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach .” 2014. Web. 09 Jul 2020.

Vancouver:

Gao R. Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach . [Internet] [Thesis]. Queens University; 2014. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/1974/8576.

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

Council of Science Editors:

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

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


Uppsala University

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

Degree: Statistics, 2011, Uppsala University

  This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH… (more)

Subjects/Keywords: Volatility GARCH models

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APA (6th Edition):

Han, Y. (2011). Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066

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

Chicago Manual of Style (16th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Thesis, Uppsala University. Accessed July 09, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

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

MLA Handbook (7th Edition):

Han, Yang. “Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models.” 2011. Web. 09 Jul 2020.

Vancouver:

Han Y. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2020 Jul 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155066.

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

Council of Science Editors:

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

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


University of Illinois – Urbana-Champaign

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

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

 This thesis examines a combined technical signal approach (CSA) on four stock index implied volatility indices for the aim of day trading the underlying stock… (more)

Subjects/Keywords: Volatility Technical Analaysis

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APA (6th Edition):

Falakos, M. C. (2016). Can volatility based technical signals capture consistent abnormal equity index returns?. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/92762

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

Chicago Manual of Style (16th Edition):

Falakos, Menas Constantine. “Can volatility based technical signals capture consistent abnormal equity index returns?.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed July 09, 2020. http://hdl.handle.net/2142/92762.

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

MLA Handbook (7th Edition):

Falakos, Menas Constantine. “Can volatility based technical signals capture consistent abnormal equity index returns?.” 2016. Web. 09 Jul 2020.

Vancouver:

Falakos MC. Can volatility based technical signals capture consistent abnormal equity index returns?. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/2142/92762.

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

Council of Science Editors:

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

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


Queensland University of Technology

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

Degree: 2012, Queensland University of Technology

 Forecasts of volatility and correlation are important inputs into many practical financial problems. Broadly speaking, there are two ways of generating forecasts of these variables.… (more)

Subjects/Keywords: volatility risk premium; implied volatility; implied correlation; model confidence set; intraday volatility; equicorrelation; realised equicorrelation

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APA (6th Edition):

Coleman-Fenn, C. A. (2012). Forecasting volatility and correlation : the role of option implied measures. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/53138/

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

Chicago Manual of Style (16th Edition):

Coleman-Fenn, Christopher Andrew. “Forecasting volatility and correlation : the role of option implied measures.” 2012. Thesis, Queensland University of Technology. Accessed July 09, 2020. https://eprints.qut.edu.au/53138/.

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

MLA Handbook (7th Edition):

Coleman-Fenn, Christopher Andrew. “Forecasting volatility and correlation : the role of option implied measures.” 2012. Web. 09 Jul 2020.

Vancouver:

Coleman-Fenn CA. Forecasting volatility and correlation : the role of option implied measures. [Internet] [Thesis]. Queensland University of Technology; 2012. [cited 2020 Jul 09]. Available from: https://eprints.qut.edu.au/53138/.

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

Council of Science Editors:

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

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


University of Otago

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

Degree: 2011, University of Otago

 This study employs a comprehensive data set from the 90-Day Australian Bank Bills Futures market to test the predictive power of the theoretically superior implied… (more)

Subjects/Keywords: volatility forecasting; forecasting; market efficiency; interest rates; options; implied volatility; Asay; Volatility; Futures market

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Masters Thesis, University of Otago. Accessed July 09, 2020. 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. 09 Jul 2020.

Vancouver:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jul 09]. 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

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

Degree: Culture and Communication, 2018, Mälardalen University

  Due to recent research disproving old claims in financial mathematics such as constant volatility in option prices, new approaches have been incurred to analyze… (more)

Subjects/Keywords: Implied Volatility; Stochastic Volatility; Implied Volatility Surfaces; European Options; Moore-Penrose Inverse;

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APA (6th Edition):

Ahy, N. (2018). Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039

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

Chicago Manual of Style (16th Edition):

Ahy, Nathaniel. “Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.” 2018. Thesis, Mälardalen University. Accessed July 09, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039.

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

MLA Handbook (7th Edition):

Ahy, Nathaniel. “Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model.” 2018. Web. 09 Jul 2020.

Vancouver:

Ahy N. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model. [Internet] [Thesis]. Mälardalen University; 2018. [cited 2020 Jul 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40039.

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

Council of Science Editors:

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

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


Penn State University

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

Degree: PhD, Economics, 2009, Penn State University

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

Subjects/Keywords: International trade; wage inequality; volatility

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Riano, Alejandro. “Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.” 2009. Doctoral Dissertation, Penn State University. Accessed July 09, 2020. https://etda.libraries.psu.edu/catalog/10101.

MLA Handbook (7th Edition):

Riano, Alejandro. “Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality.” 2009. Web. 09 Jul 2020.

Vancouver:

Riano A. Consequences of Trade Openness on Firm-level Decisions and Implications for Volatility and Wage Inequality. [Internet] [Doctoral dissertation]. Penn State University; 2009. [cited 2020 Jul 09]. Available from: https://etda.libraries.psu.edu/catalog/10101.

Council of Science Editors:

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


Carnegie Mellon University

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

Degree: 2017, Carnegie Mellon University

 Organic particulate matter represents a significant fraction of sub-micrometer atmospheric aerosol mass. However, organic aerosol (OA) consists of thousands of different organic compounds making the… (more)

Subjects/Keywords: Chemical aging; Organic aerosol; Volatility

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Karnezi, Eleni. “Volatility and Chemical Aging of Atmospheric Organic Aerosol.” 2017. Thesis, Carnegie Mellon University. Accessed July 09, 2020. http://repository.cmu.edu/dissertations/812.

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

MLA Handbook (7th Edition):

Karnezi, Eleni. “Volatility and Chemical Aging of Atmospheric Organic Aerosol.” 2017. Web. 09 Jul 2020.

Vancouver:

Karnezi E. Volatility and Chemical Aging of Atmospheric Organic Aerosol. [Internet] [Thesis]. Carnegie Mellon University; 2017. [cited 2020 Jul 09]. Available from: http://repository.cmu.edu/dissertations/812.

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

Council of Science Editors:

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

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


University of Alberta

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

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

 The particle size distribution, volatility, and effective density of particulate matter are measured using a cooperative fuel research engine during motoring, spark ignition, and homogeneous… (more)

Subjects/Keywords: Transient; Particulates; Volatility; HCCI

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APA (6th Edition):

Bullock, D. S. (2013). Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/7p88cg88g

Chicago Manual of Style (16th Edition):

Bullock, Dallin S. “Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.” 2013. Masters Thesis, University of Alberta. Accessed July 09, 2020. https://era.library.ualberta.ca/files/7p88cg88g.

MLA Handbook (7th Edition):

Bullock, Dallin S. “Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines.” 2013. Web. 09 Jul 2020.

Vancouver:

Bullock DS. Characterization of Particulate Emissions of Homogeneous Charge Compression Ignition Engines. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2020 Jul 09]. Available from: https://era.library.ualberta.ca/files/7p88cg88g.

Council of Science Editors:

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


Addis Ababa University

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

Degree: 2012, Addis Ababa University

 This thesis discusses the GARCH model fitting and volatility forecasting of export prices data. We have chosen to confine our analysis on total export prices,… (more)

Subjects/Keywords: export; GARCH; volatility; forecasting; Ethiopia

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APA (6th Edition):

AMARE, T. (2012). APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/218

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

Chicago Manual of Style (16th Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Thesis, Addis Ababa University. Accessed July 09, 2020. http://etd.aau.edu.et/dspace/handle/123456789/218.

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

MLA Handbook (7th Edition):

AMARE, TEREFE. “APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES .” 2012. Web. 09 Jul 2020.

Vancouver:

AMARE T. APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF EXPORT PRICES . [Internet] [Thesis]. Addis Ababa University; 2012. [cited 2020 Jul 09]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/218.

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

Council of Science Editors:

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

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


University of Nairobi

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

Degree: 2012, University of Nairobi

 This research project focuses on estimating volatility in interest rates in the bond market in Kenya. It assesses the linear and non linear models of… (more)

Subjects/Keywords: Interest rates; Bond market; Volatility

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APA (6th Edition):

Manani, J. K. (2012). An assessment of alternative models of interest rate volatility in the Bond Market in Kenya . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466

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

Chicago Manual of Style (16th Edition):

Manani, Josphat K. “An assessment of alternative models of interest rate volatility in the Bond Market in Kenya .” 2012. Thesis, University of Nairobi. Accessed July 09, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466.

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

MLA Handbook (7th Edition):

Manani, Josphat K. “An assessment of alternative models of interest rate volatility in the Bond Market in Kenya .” 2012. Web. 09 Jul 2020.

Vancouver:

Manani JK. An assessment of alternative models of interest rate volatility in the Bond Market in Kenya . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2020 Jul 09]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/12466.

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

Council of Science Editors:

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

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


University of Nairobi

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

Degree: 2014, University of Nairobi

 Foreign Direct Investment (FDI) plays a very significant role in financial growth and development in Kenya. Economic growth and inflation are some of the factors… (more)

Subjects/Keywords: volatility and economic growth

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APA (6th Edition):

Wanjiru, w. R. (2014). Impact of inflation volatility and economic growth on foreign direct investment in Kenya . (Thesis). University of Nairobi. Retrieved from http://hdl.handle.net/11295/95276

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

Chicago Manual of Style (16th Edition):

Wanjiru, wanjohi R. “Impact of inflation volatility and economic growth on foreign direct investment in Kenya .” 2014. Thesis, University of Nairobi. Accessed July 09, 2020. http://hdl.handle.net/11295/95276.

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

MLA Handbook (7th Edition):

Wanjiru, wanjohi R. “Impact of inflation volatility and economic growth on foreign direct investment in Kenya .” 2014. Web. 09 Jul 2020.

Vancouver:

Wanjiru wR. Impact of inflation volatility and economic growth on foreign direct investment in Kenya . [Internet] [Thesis]. University of Nairobi; 2014. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/11295/95276.

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

Council of Science Editors:

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

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


University of Nairobi

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

Degree: 2012, University of Nairobi

 Domestic currency depreciation makes local firms more competitive, leading to an increase in their exports. This in turn raises their stock prices. A weak or… (more)

Subjects/Keywords: Stock market returns volatility

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APA (6th Edition):

Ambunya, P. L. (2012). The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819

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

Chicago Manual of Style (16th Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Thesis, University of Nairobi. Accessed July 09, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

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

MLA Handbook (7th Edition):

Ambunya, Peleg L. “The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange .” 2012. Web. 09 Jul 2020.

Vancouver:

Ambunya PL. The Relationship between Exchange rate movement and stock market returns volatility at the Nairobi Securities Exchange . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2020 Jul 09]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14819.

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

Council of Science Editors:

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

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


NSYSU

24. CHANG, I-LIN. Volatility Alpha Fund.

Degree: Master, Finance, 2009, NSYSU

 We use dynamic hedging to replicate the short put positions of common stocks and thelong put positions of equity index. The strategy is developed based… (more)

Subjects/Keywords: option; Volatility Alpha; Dynamic Hedging

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APA (6th Edition):

CHANG, I. (2009). Volatility Alpha Fund. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849

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

Chicago Manual of Style (16th Edition):

CHANG, I-LIN. “Volatility Alpha Fund.” 2009. Thesis, NSYSU. Accessed July 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849.

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

MLA Handbook (7th Edition):

CHANG, I-LIN. “Volatility Alpha Fund.” 2009. Web. 09 Jul 2020.

Vancouver:

CHANG I. Volatility Alpha Fund. [Internet] [Thesis]. NSYSU; 2009. [cited 2020 Jul 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629109-085849.

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

Council of Science Editors:

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

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


NSYSU

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

Degree: Master, Applied Mathematics, 2016, NSYSU

 Liberalization and economic integration become topics of discussion and research in recent years. Indonesia is one of the countries that actively participates in the achievement… (more)

Subjects/Keywords: GARCH; Clustering; Volatility; ARCH; AIC

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APA (6th Edition):

Siregar, B. (2016). Statistical Analysis of Indonesia Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

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

Chicago Manual of Style (16th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Thesis, NSYSU. Accessed July 09, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

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

MLA Handbook (7th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Web. 09 Jul 2020.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 Jul 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

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

Council of Science Editors:

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

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


Universidade do Minho

26. Costa, Francisco João Matos. Forecasting volatility using GARCH models .

Degree: 2017, Universidade do Minho

 Esta dissertação tem como ponto central a previsão da volatilidade usando vários modelos GARCH (General autoregressive conditional heteroeskedasticity) de modo a testar qual tem a… (more)

Subjects/Keywords: GARCH; Volatilidade; Previsão; Volatility; Forecast

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APA (6th Edition):

Costa, F. J. M. (2017). Forecasting volatility using GARCH models . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/46456

Chicago Manual of Style (16th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Masters Thesis, Universidade do Minho. Accessed July 09, 2020. http://hdl.handle.net/1822/46456.

MLA Handbook (7th Edition):

Costa, Francisco João Matos. “Forecasting volatility using GARCH models .” 2017. Web. 09 Jul 2020.

Vancouver:

Costa FJM. Forecasting volatility using GARCH models . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/1822/46456.

Council of Science Editors:

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


Universidade Nova

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

Degree: 2013, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business… (more)

Subjects/Keywords: Pricing; Volatility; Physical; Synthetic

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APA (6th Edition):

Nunes, D. A. P. A. (2013). Differences in the prices of physical ETF’s and synthetic ETF’s. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846

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

Chicago Manual of Style (16th Edition):

Nunes, Diogo André Pereira Alves. “Differences in the prices of physical ETF’s and synthetic ETF’s.” 2013. Thesis, Universidade Nova. Accessed July 09, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846.

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

MLA Handbook (7th Edition):

Nunes, Diogo André Pereira Alves. “Differences in the prices of physical ETF’s and synthetic ETF’s.” 2013. Web. 09 Jul 2020.

Vancouver:

Nunes DAPA. Differences in the prices of physical ETF’s and synthetic ETF’s. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2020 Jul 09]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9846.

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

Council of Science Editors:

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

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


University of Ottawa

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

Degree: 2011, University of Ottawa

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

Subjects/Keywords: stochastic volatility; long memory

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Luo, Ling. “High Quantile Estimation for some Stochastic Volatility Models .” 2011. Thesis, University of Ottawa. Accessed July 09, 2020. http://hdl.handle.net/10393/20295.

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

MLA Handbook (7th Edition):

Luo, Ling. “High Quantile Estimation for some Stochastic Volatility Models .” 2011. Web. 09 Jul 2020.

Vancouver:

Luo L. High Quantile Estimation for some Stochastic Volatility Models . [Internet] [Thesis]. University of Ottawa; 2011. [cited 2020 Jul 09]. Available from: http://hdl.handle.net/10393/20295.

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

Council of Science Editors:

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

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


University of Wollongong

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

Degree: PhD, 2013, University of Wollongong

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

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

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Doctoral Dissertation, University of Wollongong. Accessed July 09, 2020. 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999.

MLA Handbook (7th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Web. 09 Jul 2020.

Vancouver:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Internet] [Doctoral dissertation]. University of Wollongong; 2013. [cited 2020 Jul 09]. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; https://ro.uow.edu.au/theses/3999.

Council of Science Editors:

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


University of New Orleans

30. Veca, Matthew. Extracting Windows event logs using memory forensics.

Degree: MS, Computer Science, 2015, University of New Orleans

  Abstract Microsoft’s Windows Operating System provides a logging service that collects, filters and stores event messages from the kernel and applications into log files… (more)

Subjects/Keywords: evtx; Volatility; evtxlogs.py; Information Security

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

APA (6th Edition):

Veca, M. (2015). Extracting Windows event logs using memory forensics. (Thesis). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/2119

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):

Veca, Matthew. “Extracting Windows event logs using memory forensics.” 2015. Thesis, University of New Orleans. Accessed July 09, 2020. https://scholarworks.uno.edu/td/2119.

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

MLA Handbook (7th Edition):

Veca, Matthew. “Extracting Windows event logs using memory forensics.” 2015. Web. 09 Jul 2020.

Vancouver:

Veca M. Extracting Windows event logs using memory forensics. [Internet] [Thesis]. University of New Orleans; 2015. [cited 2020 Jul 09]. Available from: https://scholarworks.uno.edu/td/2119.

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

Council of Science Editors:

Veca M. Extracting Windows event logs using memory forensics. [Thesis]. University of New Orleans; 2015. Available from: https://scholarworks.uno.edu/td/2119

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

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