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volatility (societal properties)
URI:
http://www.yso.fi/onto/yso/p10771
broader
societal properties
exactMatch
<http://www.yso.fi/onto/allars/Y28949>
<http://www.yso.fi/onto/koko/p17857>
<http://www.yso.fi/onto/ysa/Y116180>
inScheme
<http://www.yso.fi/onto/yso/>
modified
2017-05-10
name
volatiliteetti
note
Tarkoittaa arvopaperin, valuutan tms. hinnan vaihtelua
prefLabel
volatiliteetti
volatilitet
volatility (societal properties)
related
price development
prices
source
Lähde: Gummeruksen suuri sivistyssanakirja
Works about volatility (societal properties)
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
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