volatility

Documents about volatility

• Modelling and forecasting of crude oil price volatility: comparative analysis of volatility models#956993SU+ Digital Repository
• WHAT GOOD IS A VOLATILITY MODEL?#942344NYU Faculty Digital Archive
• Diverging Trends in Macro and Micro Volatility: Facts#942739NYU Faculty Digital Archive
• HEDGING VOLATILITY RISK#942345NYU Faculty Digital Archive
• Hedging Volatility Risk#942793NYU Faculty Digital Archive
• Parameter estimation of local volatility in currency option valuation.#406938University of Ibadan Institutional Repository
• Forecasting Multifractal Volatility#942350NYU Faculty Digital Archive
• The Distribution of Exchange Rate Volatility#942554NYU Faculty Digital Archive
• The Information Content of the Implied Volatility Term Structure Slope for Forecasting Commodity Market Volatility#628795DigitalCommons@SHU
• Modeling Volatility in Prediction Markets#942805NYU Faculty Digital Archive
• Assessing the impact of volatility on expected stock return#938752SU+ Digital Repository
• Options valuation with stochastic interest rate and recession-induced stochastic volatility#443733University of Ibadan Institutional Repository
• Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series#927845arXiv (All)
• Structural limit of volatility target under stochastic volatility and discrete corrections#1187958arXiv (All)
• Tackling housing market volatility in the UK. Part I: Long- and short-term volatility#210765Enlighten Publications
• Tackling housing market volatility in the UK. Part I: Long- and short-term volatility#211058Enlighten Publications
• A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model#1235709HAL (France)
• Secular volatility decline of the U.S. composite economic indicator#403818DIALNET OAI Articles
• Realized Stochastic Volatility Models with Skew-t Distributions for Volatility and Tail Risk Forecasting#789369arXiv (OAI Expanded)
• Realized Stochastic Volatility Models with Skew-t Distributions for Volatility and Tail Risk Forecasting#793373arXiv (All)
• Effects of oil price volatility on the Kenyan stock exchange#938413SU+ Digital Repository
• Tackling housing market volatility in the UK. Part II: Protecting households from the consequences of volatility#210764Enlighten Publications
• Tackling housing market volatility in the UK. Part II: Protecting households from the consequences of volatility#211057Enlighten Publications
• Return volatility and equity pricing: a frontier market perspective#938458SU+ Digital Repository
• Significance of volatility components in pricing: case for an emerging market#938625SU+ Digital Repository
• Forecasting volatility and risk management in natural gas markets#280432HAL (France)
• Index future pricing under imperfect market and stochastic volatility#489362LSU Digital Commons
• Effect of exchange rate volatility on foreign direct investment - the case of Kenya#955900SU+ Digital Repository
• Absolute Return Volatility#1275512Munich Personal RePEc Archive
• Term Spread Volatility as a Leading Indicator of Economic Activity#670144HAL (France)
• Return volatility and the pricing of equities at the Nairobi Securities Exchange#956364SU+ Digital Repository
• Bayesian estimation of Multivariate Stochastic Volatility by applying state space models#956903SU+ Digital Repository
• Does inflation rate convergence spur exchange rate volatility? Evidence from East Africa#957034SU+ Digital Repository
• Rough Volatility Across Assets#623035arXiv (OAI Expanded)
• Rough Volatility Across Assets#625308arXiv (All)
• Trading partner volatility and the ability for a country to cope: A panel GMM model, 1970-2005#391094DIALNET OAI Articles
• Naira Exchange Rate Volatility: Linear or Nonlinear GARCH Specifications?#406942University of Ibadan Institutional Repository
• On the Dynamics and Information Content of Implied Volatility: A Bivariate Time Series Perspective#942649NYU Faculty Digital Archive
• Cross-Country Variation in Price Volatility-Sentiment Relationship and Country Factors#124192Zenodo (CERN)
• An Empirical Analysis of the Impact of Exchange Rate Volatility on Trade Balance in Nigeria#1002789Economic: Journal Economic and Business
• Forecasting Volatility Using Historical Data#942665NYU Faculty Digital Archive
• On wealth volatility, asymmetries and the average propensity to consume in the united states#611457DIALNET OAI Articles
• Modelling Nigerian banks’ share prices using Smooth Transition GARCH Models#406941University of Ibadan Institutional Repository
• Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models#1449167HAL (France)
• Policy for a World of Increasing Volatility#91507PhilArchive
• Implied volatility functions: a reprise#942403NYU Faculty Digital Archive
• Scaling Limits for Heavy-tailed Hawkes Processes and the Microstructure of Rough Volatility#1466794edoc-Server
• The Persistence and Asymmetric Volatility in the Nigerian Stocks Bull and Bear Markets#401144University of Ibadan Institutional Repository
• Analysis of asymmetric and persistence in stock return volatility in the Nairobi Securities Exchange market phases#938907SU+ Digital Repository
• Absolute Return Volatility#1275511Munich Personal RePEc Archive