Search Results - Volatility (finance)

Volatility and Persistence of Value-Based Purchasing Adjustments: A Challenge to Integrating Population Health and Community Benefit Into Business Operations by Jason S. Turner, Kevin D. Broom, Kenton J. Johnston, Steven W. Howard, Susan L. Freeman, Travis Englund

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Smart Beta Indexing di Bursa Efek Indonesia (Studi Pada Return Saham Low volatility Tahun 2009-2019) by Dwi Fitrizal Salim, -

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Stock market volatility and exchange rate regime in Malaysia: a preliminary analysis / Noor Zahirah Mohd Sidek, Norridzwan Abidin and Azli Umar by Mohd Sidek, Noor Zahirah, Abidin, Norridzwan, Umar, Azli

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Pengaruh Earning Volatility, Dividend Yield, Growth In Asset Dan Size Terhadap Volatilitas Harga Saham Pada Perusahaan Manufaktur Tahun 2011-2013 by Ari Yesi, Yudi, , Rini Kuswati, S.E., M.Si

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The long-run impact of bilateral real exchange rate volatility on Malaysia's bilateral trade balance with its major trading partners / Mazila Md Yusuf by Md Yusuf, Mazila

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Volatility transmission between Dow Jones stock index and emerging Islamic stock index : case of subprime financial crises / Amir Saadaouia and Younes Boujelbene by Boujelbene, Younes

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The bumpy trajectory of performance-based financing for healthcare in Sierra Leone: agency, structure and frames shaping the policy process by Maria Paola Bertone, Haja Wurie, Mohamed Samai, Sophie Witter

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Food Price Policy in an Era of Market Instability: A Political Economy Analysis

Subjects: “…Economics, finance, business & management bicssc…”
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Food Price Policy in an Era of Market Instability: A Political Economy Analysis

Subjects: “…Economics, finance, business & management bicssc…”
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Alternative Assets and Cryptocurrencies

Subjects: “…realized volatility…”
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EIB Working Papers 2019/11 - Macro-based asset allocation An empirical analysis (Volume 2019/11) by Schmieder, Christian

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EIB Working Papers 2019/11 - Macro-based asset allocation An empirical analysis (Volume 2019/11) by Schmieder, Christian

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EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa by Kaltenbrunner, Annina

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EIB Working Paper 2022/11 - A structural analysis of foreign exchange markets in sub-Saharan Africa by Kaltenbrunner, Annina

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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Subjects: “…Economics, finance, business & management bicssc…”
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Innovations in Quantitative Risk Management TU München, September 2013 /

Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
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The Financial Industry 4.0

Subjects: “…stochastic volatility with co-jumps…”
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Asset Pricing, Investment, and Trading Strategies

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Efficiency and Anomalies in Stock Markets

Subjects: “…volatility…”
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Taxes and Taxation Trends

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