Добірка наукової літератури з теми "Asset Volatility"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся зі списками актуальних статей, книг, дисертацій, тез та інших наукових джерел на тему "Asset Volatility".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Статті в журналах з теми "Asset Volatility"
Correia, Maria, Johnny Kang, and Scott Richardson. "Asset volatility." Review of Accounting Studies 23, no. 1 (December 22, 2017): 37–94. http://dx.doi.org/10.1007/s11142-017-9431-1.
Повний текст джерелаNagel, Stefan, and Amiyatosh Purnanandam. "Banks’ Risk Dynamics and Distance to Default." Review of Financial Studies 33, no. 6 (October 17, 2019): 2421–67. http://dx.doi.org/10.1093/rfs/hhz125.
Повний текст джерелаKhuzwayo, Bhekinkosi, and Eben Mare. "Aspects of volatility targeting for South African equity investors." South African Journal of Economic and Management Sciences 17, no. 5 (November 28, 2014): 691–99. http://dx.doi.org/10.4102/sajems.v17i5.662.
Повний текст джерелаAyuning Putri, Anisa Ferata. "FAKTOR-FAKTOR PENENTU VOLATILITAS HARGA SAHAM SEKTOR PERUSAHAAN PROPERTI, REAL ESTATE DAN BUILDING CONSTRUCTION." Jurnal Akuntansi dan Keuangan 8, no. 2 (September 2, 2020): 109. http://dx.doi.org/10.29103/jak.v8i2.2563.
Повний текст джерелаFernholz, Ricardo T., and Christoffer Koch. "Big Banks, Idiosyncratic Volatility, and Systemic Risk." American Economic Review 107, no. 5 (May 1, 2017): 603–7. http://dx.doi.org/10.1257/aer.p20171007.
Повний текст джерелаEzzat, Heba M. "Disposition effect and multi-asset market dynamics." Review of Behavioral Finance 11, no. 2 (June 28, 2019): 144–64. http://dx.doi.org/10.1108/rbf-01-2018-0003.
Повний текст джерелаPaule-Vianez, Jessica, Camilo Prado-Román, and Raúl Gómez-Martínez. "Economic policy uncertainty and Bitcoin. Is Bitcoin a safe-haven asset?" European Journal of Management and Business Economics 29, no. 3 (March 11, 2020): 347–63. http://dx.doi.org/10.1108/ejmbe-07-2019-0116.
Повний текст джерелаBlanco, Belen. "Capturing the volatility smile: parametric volatility models versus stochastic volatility models." Public and Municipal Finance 5, no. 4 (December 26, 2016): 15–22. http://dx.doi.org/10.21511/pmf.05(4).2016.02.
Повний текст джерелаCirelli, Simone, Sebastiano Vitali, Sergio Ortobelli Lozza, and Vittorio Moriggia. "A conservative discontinuous target volatility strategy." Investment Management and Financial Innovations 14, no. 2 (July 12, 2017): 176–90. http://dx.doi.org/10.21511/imfi.14(2-1).2017.03.
Повний текст джерелаLa Bua, Gaetano, and Daniele Marazzina. "On the application of Wishart process to the pricing of equity derivatives: the multi-asset case." Computational Management Science 18, no. 2 (March 9, 2021): 149–76. http://dx.doi.org/10.1007/s10287-021-00388-7.
Повний текст джерелаДисертації з теми "Asset Volatility"
Murara, Jean-Paul. "Asset Pricing Models with Stochastic Volatility." Licentiate thesis, Mälardalens högskola, Utbildningsvetenskap och Matematik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-31576.
Повний текст джерелаZhou, Peilan. "Essays on financial asset return volatility." Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1432786781&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Повний текст джерелаKim, Young Il. "Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing." The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340.
Повний текст джерелаBrunetti, Celso. "Comovement and volatility in international asset markets." Thesis, Queen Mary, University of London, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.322235.
Повний текст джерелаWatt, Wing Hong. "Essays on conditional volatility in asset returns." Thesis, University of Strathclyde, 1994. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21340.
Повний текст джерелаAnimante, David. "Macroeconomic volatility and sovereign asset-liability management." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/24133.
Повний текст джерелаWang, Zhiguang. "Three Essays on Asset Pricing." FIU Digital Commons, 2009. http://digitalcommons.fiu.edu/etd/91.
Повний текст джерелаNäsström, Jens. "Volatility Modelling of Asset Prices using GARCH Models." Thesis, Linköping University, Department of Electrical Engineering, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1625.
Повний текст джерелаThe objective for this master thesis is to investigate the possibility to predict the risk of stocks in financial markets. The data used for model estimation has been gathered from different branches and different European countries. The four data series that are used in the estimation are price series from: Münchner Rück, Suez-Lyonnaise des Eaux, Volkswagen and OMX, a Swedish stock index. The risk prediction is done with univariate GARCH models. GARCH models are estimated and validated for these four data series.
Conclusions are drawn regarding different GARCH models, their numbers of lags and distributions. The model that performs best, out-of-sample, is the APARCH model but the standard GARCH is also a good choice. The use of non-normal distributions is not clearly supported. The result from this master thesis could be used in option pricing, hedging strategies and portfolio selection.
Gaunersdorfer, Andrea. "Adaptive beliefs and the volatility of asset prices." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/1250/1/document.pdf.
Повний текст джерелаSeries: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Boguth, Oliver. "Essays on volatility risk premia in asset pricing." Thesis, University of British Columbia, 2010. http://hdl.handle.net/2429/27487.
Повний текст джерелаКниги з теми "Asset Volatility"
Attanasio, Orazio P. Asset holding and consumption volatility. Cambridge, MA: National Bureau of Economic Research, 1998.
Знайти повний текст джерелаBernanke, Ben. Monetary policy and asset price volatility. Cambridge, MA: National Bureau of Economic Research, 2000.
Знайти повний текст джерелаAsset price dynamics, volatility, and prediction. Princeton, N.J: Princeton University Press, 2005.
Знайти повний текст джерелаFund, International Monetary, ed. Discretionary trading and asset price volatility. Washington, D.C: International Monetary Fund, 1995.
Знайти повний текст джерелаAdrian, Tobias. Inference, arbitrage, and asset price volatility. [New York, N.Y.]: Federal Reserve Bank of New York, 2004.
Знайти повний текст джерелаBodenstein, Martin. International asset markets and real exchange rate volatility. Washington, D.C: Federal Reserve Board, 2006.
Знайти повний текст джерелаAllen, Franklin. Limited market participation and volatility of asset prices. London: London School of Economics, Financial Markets Group, 1993.
Знайти повний текст джерелаAït-Sahalia, Yacine. Dynamic equilibrium and volatility in financial asset markets. Cambridge, MA: National Bureau of Economic Research, 1996.
Знайти повний текст джерелаAnderson, Nicola. UK asset price volatility over the last 50 years. London: Bank of England, 1996.
Знайти повний текст джерелаZaffaroni, Paolo. Gaussian estimation of long-rangedependent volatility in asset prices. London: Suntory Centre, 1997.
Знайти повний текст джерелаЧастини книг з теми "Asset Volatility"
Galloppo, Giuseppe. "Volatility." In Asset Allocation Strategies for Mutual Funds, 317–45. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-76128-8_7.
Повний текст джерелаHol, Eugenie M. J. H. "Asset Return Volatility Models." In Dynamic Modeling and Econometrics in Economics and Finance, 7–26. Boston, MA: Springer US, 2003. http://dx.doi.org/10.1007/978-1-4757-5129-1_2.
Повний текст джерелаChen, James Ming. "The Low-Volatility Anomaly." In Econophysics and Capital Asset Pricing, 87–98. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63465-4_5.
Повний текст джерелаKallianpur, Gopinath, and Rajeeva L. Karandikar. "Asset Pricing with Stochastic Volatility." In Introduction to Option Pricing Theory, 225–39. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1_13.
Повний текст джерелаZaremba, Adam, and Jacob Shemer. "Is Risk Always Rewarded? Low-Volatility Anomalies." In Country Asset Allocation, 81–104. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59191-3_5.
Повний текст джерелаChen, James Ming. "Relative Volatility Versus Correlation Tightening." In Econophysics and Capital Asset Pricing, 49–64. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63465-4_3.
Повний текст джерелаChen, James Ming. "Asymmetrical Volatility and Spillover Effects." In Econophysics and Capital Asset Pricing, 65–86. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63465-4_4.
Повний текст джерелаWang, Song. "Options on One Asset with Stochastic Volatility." In The Fitted Finite Volume and Power Penalty Methods for Option Pricing, 55–83. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-9558-5_3.
Повний текст джерелаFlôres, Renato G., and Bruno B. Roche. "Volatility Modelling in the Forex Market: An Empirical Evaluation." In Advances in Quantitative Asset Management, 275–94. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4389-3_12.
Повний текст джерелаGannon, Gerard L. "Stochastic Volatility Structures and Intraday Asset Price Dynamics." In Handbook of Financial Econometrics and Statistics, 1249–75. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4614-7750-1_44.
Повний текст джерелаТези доповідей конференцій з теми "Asset Volatility"
Arendas, Peter. "VOLATILITY INDEXES AS AN INVESTMENT ASSET." In SGEM 2014 Scientific SubConference on POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM. Stef92 Technology, 2014. http://dx.doi.org/10.5593/sgemsocial2014/b22/s6.111.
Повний текст джерелаLuna, Ivette, and Rosangela Ballini. "Online estimation of stochastic volatility for asset returns." In 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6327788.
Повний текст джерелаLin, Chung-Gee. "Dynamic Asset Allocation under Stochastic Volatility - Theory and Practice." In 9th Joint Conference on Information Sciences. Paris, France: Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.93.
Повний текст джерелаLi, Gang. "Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model." In 10th International Conference on Modern Research in Management, Economics and Accounting. Acavent, 2020. http://dx.doi.org/10.33422/10th.mea.2020.03.56.
Повний текст джерелаYaşar, Aysu, and Kenan Terzioğlu. "Long Memory in Exchange Rate Volatility." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02560.
Повний текст джерелаRosania, Sam M. "Waste-to-Energy Facilities: A National Strategic Asset." In 10th Annual North American Waste-to-Energy Conference. ASMEDC, 2002. http://dx.doi.org/10.1115/nawtec10-1006.
Повний текст джерелаYING, Yi-rong, Wei-yi ZHANG, Meng-le GU, and Yuya WANG. "Time Variability of Bank Asset Volatility on Deposit Insurance Price." In Proceedings of the 2019 International Conference on Economic Management and Cultural Industry (ICEMCI 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/aebmr.k.191217.017.
Повний текст джерелаDuarte, Flávio Gabriel, and Leandro Nunes Castro. "Asset Allocation based on a Partitional Clustering Algorithm." In Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-49.
Повний текст джерелаCreamer, German G., Yong Ren, and Jeffrey V. Nickerson. "Impact of Dynamic Corporate News Networks on Asset Return and Volatility." In 2013 International Conference on Social Computing (SocialCom). IEEE, 2013. http://dx.doi.org/10.1109/socialcom.2013.121.
Повний текст джерелаHu, Wenxiu, Gang Liu, Weiguo Zhang, and Tingting Wu. "Study on random trading behavior, herd behavior and asset price volatility." In 2016 Chinese Control and Decision Conference (CCDC). IEEE, 2016. http://dx.doi.org/10.1109/ccdc.2016.7531526.
Повний текст джерелаЗвіти організацій з теми "Asset Volatility"
Attanasio, Orazio, James Banks, and Sarah Tanner. Asset Holding and Consumption Volatility. Cambridge, MA: National Bureau of Economic Research, May 1998. http://dx.doi.org/10.3386/w6567.
Повний текст джерелаNeely, Christopher J., and Brett W. Fawley. Capital Flows and Japanese Asset Volatility,. Federal Reserve Bank of St. Louis, 2011. http://dx.doi.org/10.20955/wp.2011.034.
Повний текст джерелаBansal, Ravi, Dana Kiku, Ivan Shaliastovich, and Amir Yaron. Volatility, the Macroeconomy and Asset Prices. Cambridge, MA: National Bureau of Economic Research, May 2012. http://dx.doi.org/10.3386/w18104.
Повний текст джерелаBernanke, Ben, and Mark Gertler. Monetary Policy and Asset Price Volatility. Cambridge, MA: National Bureau of Economic Research, February 2000. http://dx.doi.org/10.3386/w7559.
Повний текст джерелаFlood, Robert, and Robert Hodrick. Asset Price Volatility, Bubbles, and Process Switching. Cambridge, MA: National Bureau of Economic Research, March 1986. http://dx.doi.org/10.3386/w1867.
Повний текст джерелаAit-Sahalia, Yacine. Dynamic Equilibrium and Volatility in Financial Asset Markets. Cambridge, MA: National Bureau of Economic Research, March 1996. http://dx.doi.org/10.3386/w5479.
Повний текст джерелаGuerrieri, Veronica, and Péter Kondor. Fund Managers, Career Concerns, and Asset Price Volatility. Cambridge, MA: National Bureau of Economic Research, April 2009. http://dx.doi.org/10.3386/w14898.
Повний текст джерелаChristoffersen, Peter, and Francis Diebold. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. Cambridge, MA: National Bureau of Economic Research, October 2003. http://dx.doi.org/10.3386/w10009.
Повний текст джерелаHerskovic, Bernard, Bryan Kelly, Hanno Lustig, and Stijn Van Nieuwerburgh. The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications. Cambridge, MA: National Bureau of Economic Research, April 2014. http://dx.doi.org/10.3386/w20076.
Повний текст джерелаGraham, John, and Campbell Harvey. Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations. Cambridge, MA: National Bureau of Economic Research, October 1994. http://dx.doi.org/10.3386/w4890.
Повний текст джерела