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1,904,650 Total downloads
Showing Papers 181 - 230 of 8,651
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Volatility Pricing in the Stock and Treasury Markets
Claudia E. Moise
Date Posted: July 21, 2009Last Revised: February 19, 201172 downloads
Volatility Models: From GARCH to Multi-Horizon Cascades FINANCIAL MARKETS: RISK, VOLATILITY AND FUTURE, F. Columbus, ed., Nova Science Publishers, Forthcoming
Alexander Subbotin
and
Thierry Chauveau
Date Posted: June 16, 2009242 downloads
Volatility Forecasting: Downside Risk, Jumps and Leverage Effect University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino
and
Yujia Hu
Date Posted: October 05, 201162 downloads
Volatility Forecasting with Double Markov Switching GARCH Models
Cathy W. S. Chen
,
Mike K. P. So and
Edward M.H. Lin
Date Posted: May 27, 2009172 downloads
Volatility Forecasting Using Threshold Heteroskedastic Models of the Intra-day Range
Cathy W. S. Chen
,
Richard H. Gerlach
and
Edward M.H. Lin
Date Posted: May 28, 200967 downloads
Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility
Christian Dorion
and
Nicolas Chapados
Date Posted: January 26, 2011Last Revised: May 23, 2013120 downloads
Volatility Forecasting PIER Working Paper No. 05-011; CFS Working Paper No. 2005/08
Torben G. Andersen ,
Tim Bollerslev ,
Peter Christoffersen and
Francis X. Diebold
Date Posted: February 28, 20051813 downloads
Volatility Downside Risk
Adam Farago
and
Romeo Tedongap
Date Posted: December 23, 201260 downloads
Volatility Computed by Time Series Operators at High Frequency Olsen & Associates Working Paper No. 323
Ulrich A. Müller
Date Posted: March 21, 2000337 downloads
Volatility Components, Leverage Effects, and the Return-Volatility Relations Journal of Banking and Finance, Forthcoming
Junye Li
Date Posted: December 24, 2008Last Revised: December 15, 2010134 downloads
Volatility Comovement: A Multifrequency Approach Sauder School of Business Working Paper
Laurent E. Calvet ,
Adlai J. Fisher and
Samuel Brodsky Thompson
Date Posted: August 31, 2004336 downloads
Volatility Clustering in the Greek Futures Market: Curse or Blessing?
Nikolaos L. Hourvouliades
Date Posted: May 08, 2007135 downloads
Volatility and the Natural Resource Curse Oxford Economic Papers, Vol. 61, Issue 4, pp. 727-760, 2009
Rick van der Ploeg and
Steven Poelhekke
Date Posted: September 23, 2009
Volatility Among Regional Stock Markets: An Empirical Analysis Journal Of Independent Studies and Research - MSSE, Vol. 8, No. 1, Jan. 2010, pp 17-28.
Nawaz Ahmad
Date Posted: May 25, 201221 downloads
VIX Futures Volume and Volatility
Bujar Huskaj
Date Posted: October 26, 201268 downloads
Visually-Weighted Regression
Solomon M. Hsiang
Date Posted: May 17, 201326 downloads
Visualizing Uncertainty: On Soyer's and Hogarth's 'The Illusion of Predictability: How Regression Statistics Mislead Experts'
Stephen Ziliak
Date Posted: July 13, 201243 downloads
Visualizing Uncertainty: On Soyer's and Hogarth's 'The Illusion of Predictability' International Journal of Forecasting, Forthcoming
Stephen Ziliak
Date Posted: February 04, 2012
Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids GARP Risk Professional, pp. 52-53, February 2010
Attilio Meucci
Date Posted: February 04, 2010Last Revised: May 14, 20113108 downloads
Visualizing Probabilistic Proof: The Case for Bayes
F.E. Guerra-Pujol
Date Posted: May 30, 201334 downloads
Visualizing Multiple Quantile Plots CentER Working Paper Series No. 2011-085
Marko A.A. Boon
,
Ian W. McKeague
and
John H. J. Einmahl
affiliation not provided to SSRN
and
Tilburg University - Department of Econometrics & Operations Research
Date Posted: August 08, 201110 downloads
Visualization of Chaos for Finance Majors Adelaide University Working Paper No. 00-7
Cornelis A. Los
Date Posted: January 07, 2001556 downloads
Visitors’ Expenditure Behaviour at Cultural Events
Juan Gabriel Brida ,
Marta Disegna
and
Linda Osti
Date Posted: October 08, 201146 downloads
Visitors of Two Types of Museums:
Do Expenditure Patterns Differ?
Juan Gabriel Brida ,
Marta Disegna
and
Raffaele Scuderi
Date Posted: May 17, 201230 downloads
Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences RatSWD Working Paper No. 47
Edward Castronova
and
Matthew Falk
Date Posted: August 11, 200936 downloads
Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
Edward Castronova and
Matthew Falk
Date Posted: December 08, 2008182 downloads
Violation of Exogeneity: A Joint Test of Structural Parameters and Correlation
Mehmet Caner
and
Melinda Sandler Morrill
Date Posted: August 12, 2009Last Revised: December 26, 201032 downloads
Viewpoint: An Extended Class of Instrumental Variables for the Estimation of Causal Effects (Une Classe Tendue De Variables Instrumentales Pour L'Estimation Des Effets De Causalit) Canadian Journal of Economics/Revue canadienne d'economique, Vol. 44, Issue 1, pp. 1-51, 2011
Karim Chalak
and
Halbert L. White, Jr.
affiliation not provided to SSRN
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 14, 20113 downloads
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks Tinbergen Institute Discussion Paper No. TI 2004-056/4
Agnes S. Joseph
and
Jan F. Kiviet
Date Posted: June 01, 200439 downloads
Very Long-Stepping in the Spot Measure of the LIBOR Market Model
Christopher Beveridge
Date Posted: August 06, 2009245 downloads
Very High Order Lattice Methods for One Factor Models
Jonathan Alford and
Nick Webber
Date Posted: February 15, 2001413 downloads
Very Fast and Correctly Sized Estimation of the BDS Statistic
Ludwig Kanzler
affiliation not provided to SSRN
Date Posted: March 20, 1999521 downloads
Venture Capital Meets Industrial Sector and Location PIER Working Paper No. 09-042
Emanuel Shachmurove
and
Yochanan Shachmurove
Date Posted: December 03, 2009395 downloads
Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy Journal of Applied Economics, Vol. 6, No. 1, pp. 1-24, May 2003
Titus O. Awokuse
and
David Bessler
Date Posted: August 30, 2004
Vector Autoregressions and Reduced Form Representations of DSGE Models Banco de Espana Research Paper No. WP-0619
Federico Ravenna
Date Posted: September 06, 2006126 downloads
Variation in Stock Returns Risks: An International Comparison Review of Pacific Basin Financial Markets and Policies, Vol. 12, No. 2, pp. 245-266, 2009
Wan-Jiun Paul Chiou
and
Cheng-Few Lee
Date Posted: March 14, 2010
Variance-Type Estimation of Long Memory - (Now Published in Stochastic Processes and Their Applications, 29 (1999), Pp.1-24.) LSE STICERD Research Paper No. EM363
Liudas Giraitis
Date Posted: July 21, 200812 downloads
Variance, Return, and High-Low Price Spreads Journal of Financial Research, Vol. 17, No. 3, Fall 1994
Ji-Chai Lin and
Michael S. Rozeff
Date Posted: May 23, 2006137 downloads
Variance Spillover and Skewness in Financial Asset Returns
Bob Korkie ,
Harry J. Turtle and
Ranjini Jha
Date Posted: August 10, 2005130 downloads
Variance Spillover and Skewness in Financial Asset Returns Financial Review, Vol. 41, No. 1, February 2006
Bob Korkie ,
Harry J. Turtle and
Ranjini Jha
Date Posted: November 10, 2005
Variance Reduction Techniques in Monte Carlo Methods CentER Discussion Paper Series No. 2010-117
Jack P. C. Kleijnen ,
Ad Ridder
and
Reuven Rubinstein
Date Posted: November 26, 2010Last Revised: December 05, 201081 downloads
Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
Andreas Dechert
Date Posted: September 04, 201268 downloads
Variance Estimation Using Auxiliary Information: An Almost Unbiased Multivariate Ratio Estimator METRIKA, Vol 45 No 2, March 1997
A. Arcos Cebrian and
M. Rueda García
Date Posted: February 22, 1998
Variance Estimates and Model Selection International Econometric Review. Vol. 2, No. 2, September 2010
Asad Zaman ,
Sidika Basci and
Arzdar Kiraci
Date Posted: October 10, 201035 downloads
Variance Dynamics: Joint Evidence from Options and High-Frequency Returns
Liuren Wu
Date Posted: March 15, 2005694 downloads
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
Remy Cottet
,
Robert Kohn and
David J. Nott
Date Posted: July 19, 2007112 downloads
Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions Tinbergen Institute Discussion Paper 11-012/4
Tim Salimans
Date Posted: January 20, 201164 downloads
VaR/CVaR Estimation Under Stochastic Volatility Models 2013 Financial Markets & Corporate Governance Conference
Chuan-Hsiang Han
,
Wei-Han Liu
and
Tzu-Ying Chen
Date Posted: January 17, 201384 downloads
VAR Forecasting Using Bayesian Variable Selection
Dimitris Korobilis
Date Posted: March 05, 2010Last Revised: April 19, 2011127 downloads
Valuing Euro Rating-Triggered Step-Up Telecom Bonds Journal of Derivatives, Spring, pp. 63-80, 2004
Patrick Houweling ,
Albert Mentink
and
Ton Vorst
Date Posted: March 11, 2003227 downloads
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