volatiliteetti

name

• volatiliteetti

Works about volatiliteetti

• A wavelet analysis of scaling laws and long-memory in stock market volatility
• Conditional moments in asset pricing
• Contributions to accounting and finance : essays in honour of professor Paavo Yli-Olli
• Effects of volatility on underlying and derivative assets
• Elements of volatility at high frequency
• Empirical research on spatial and time series properties of agricultural commodity prices
• Essays on asset pricing anomalies, information flow and risk
• Essays on derivatives risk management : examining the pricing and monitoring processes of financial derivatives
• Essays on empirical asset pricing
• Essays on heterogeneous news flow on volatility
• Essays on option pricing and trading : evaluating the effects of dividends and different time units in the pricing models
• Essays on option pricing with smiles and non-constant volatility
• Essays on risk and return
• Essays on risk modeling : applications to portfolio and risk management
• Essays on the asymmetric news effects on exchange rate volatility
• Essays on the linkages between financial markets, and risk asymmetries
• Essays on volatility and time varying conditional jumps in thinly traded African financial markets
• Evaluating option pricing models : different ways of modeling time
• Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
• Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
• Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe : just another blur project?
• Financial market volatility : informative in predicting recessions
• Intraday and weekend volatility patterns : implications for option pricing
• Intraday dynamics of international equity markets
• Intraday seasonalities and macroeconomic news announcements
• Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
• Modeling and forecasting implied volatility
• Modeling and forecasting implied volatility : implications for trading, pricing, and risk management
• Modeling the implied volatility smile : the sticky-delta smile approximation
• Modeling, valuation and risk management of commodity derivatives
• On the effects of new forms of foreign aid
• On the predictive ability of several common models of volatility : an empirical test on the FOX index
• Option pricing with expansion methods : new approaches to advanced stochastic volatility models and American options
• Peso problems in the level and volatility of stock returns
• Pricing index options with stochastic volatility : on the efficiency of the square root model
• Propagation of financial shocks : empirical studies of financial spillovers
• Risk-return trade-off and autocorrelation
• Robust approach to stock market anomalies, causality and volatility
• Stock splits and return volatility
• The effect of transaction costs on exchange rate volatility : daily and intradaily evidence
• The impact of macroeconomic news on exchange rate volatility
• The impact of volatility development on the pricing of equity : an empirical study covering a period of market deregulations in Finland
• The influence of world factors on Finnish stock market volatility
• Three essays on the volatility of Finnish stock returns
• Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
• Volatility smile dynamics in scenario analysis
• Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures