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Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6296 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评

The Impact of Sentiment on Commodity Return and Volatility
3 个回复 - 13 次查看 The Impact of Sentiment on Commodity Return and Volatility[/backcolor]2022-9-29 17:51 - trauzent - Forum

Social media sentiment, model uncertainty, and volatility forecasting☆
1 个回复 - 428 次查看【作者(必填)】StevenLehrer[/backcolor] TianXie[/backcolor] XinyuZhang[/backcolor] 【文题(必填)】Social media sentiment, model uncertainty, and volatility forecasting☆ 【年份(必填)】2021 ...2021-8-12 15:39 - hengchao919 - 求助成功区

Testing explosive bubbles with time-varying volatility
1 个回复 - 369 次查看【作者(必填)】 23 【文题(必填)】 Testing explosive bubbles with time-varying volatility 【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/07474938.201 ...2021-6-17 03:24 - internet.hzx - 求助成功区

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 569 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）

求助文献：Time series momentum and volatility scaling
4 个回复 - 451 次查看【作者(必填)】Abby Y.Kim[/backcolor] [/backcolor]YiumanTse[/backcolor] [/backcolor]John K.Wald[/backcolor] 【文题(必填)】Time series momentum and volatility scaling 【年份(必填)】2016 【全 ...2019-5-20 17:35 - cooper56 - 求助成功区

Should Long-Term Investors Time Volatility
1 个回复 - 285 次查看【作者(必填)】AlanMoreiraaTylerMuirb 【文题(必填)】Should Long-Term Investors Time Volatility? 【年份(必填)】Journal of Financial Economics,Volume 131, Issue 3, March 2019, Pages 507-527 【全文 ...2019-7-24 16:32 - wangzt - 求助成功区

Time-Varing Parameter VAR Model with Stochastic Volatility
2 个回复 - 2216 次查看【作者(必填)】 Raphael Franck, Noel D. Johnson 【文题(必填)】 Time-Varing Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. 【年份(必填)】 201 ...2017-2-19 13:39 - shanxianmin2011 - 求助成功区

The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes
2 个回复 - 690 次查看【作者(必填)】Michael W. Brandt, Alon Brav, John R. Graham, Alok Kumar 【文题(必填)】The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes 【年份(必填)】The Review of Financial ...2019-1-15 16:09 - greenbean - 求助成功区

The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Applica
5 个回复 - 573 次查看【作者(必填)】 Joshua C. C. Chan[/backcolor] 【文题(必填)】 The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling【年份(必填)】 2017 【全文链接 ...2017-6-15 09:48 - internet.hzx - 求助成功区

Risk Contribution Is Exposure Times Volatility Times Correlation（PDF）
0 个回复 - 1313 次查看 Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula by Jose Menchero and Ben Davis 风险拆解计算　ＭＳＣＩ　Ｂａｒｒａ论文2018-12-24 16:05 - guouoo - 金融工程（数量金融）与金融衍生品

求 Forecasting financial time series volatility using Particle Swarm ...
4 个回复 - 786 次查看【作者(必填)】DadabadaPradeepkumarab VadlamaniRavia 【文题(必填)】Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network[/backcol ...2018-9-12 12:48 - yangboli_qt - 求助成功区

Volatility co-movements: A time-scale decomposition analysis
1 个回复 - 511 次查看【作者(必填)】 3 【文题(必填)】 Volatility co-movements: A time-scale decomposition analysis【年份(必填)】 4 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0 ...2018-8-22 20:26 - internet.hzx - 求助成功区

Alpha is Volatility Times IC Times Score
3 个回复 - 3492 次查看【题名】： Alpha is Volatility Times IC Times Score 【作者】： Richard C . Grinold 【期刊、会议、单位名称】：The Journal of Portfolio Management 【年, 卷(期), 起止页码】：Vol. 20, No. 4: pp. 9-16 ...2011-8-19 13:36 - gotomaster - 文献求助专区

Extreme Return, Extreme Volatility and Investor Sentiment
3 个回复 - 738 次查看【作者(必填)】Xu Gong, Fenghua Wen, Zhifang He, Jia Yang, Xiaoguang Yang and Bin Pan 【文题(必填)】Extreme Return, Extreme Volatility and Investor Sentiment 【年份(必填)】2017 【全文链接或数据 ...2017-5-27 16:11 - 杨万弟 - 求助成功区

Stochastic volatility model with time-dependent skew
1 个回复 - 775 次查看【作者(必填)】Piterbarg, V. 【文题(必填)】 stochastic volatility model with time-dependent skew 【年份(必填)】 2005 【全文链接或数据库名称(选填)】Applied Mathematical Finance 12, 147-185.2017-1-30 19:52 - Bumboo - 求助成功区

Time-series and cross-sectional momentum, volatility and dispersion
2 个回复 - 2322 次查看 Variations of several momentum strategies are examined in an asset-allocation setting as well as for a set of industry portfolios. Simple models of momentum returns are considered. The difference betw ...2016-11-11 05:35 - ytw1018 - 量化投资

求 Time-varying volatility asymmetry: a conditioned HAR-RV (CJ) EGARCH-M model
5 个回复 - 1267 次查看【作者(必填)】Ceylan Ö. 【文题(必填)】 Time-varying volatility asymmetry: a conditioned HAR-RV (CJ) EGARCH-M model[J] 【年份(必填)】2014 【全文链接或数据库名称(选填)】. The Journal of Ri ...2016-10-12 22:55 - weilinhy - 求助成功区

免費 Modelling Stock Market Volatility -Bridging the Gap to Continuous Time
4 个回复 - 1232 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous TimePeter H. Rossi (Editor) Publication Date: November 18, 1996 | ISBN-10: 0125982755 | ISBN-13: 978-0125982757 | Editio ...2013-11-12 00:24 - martinnyj - 金融学（理论版）

Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the
2 个回复 - 614 次查看【作者(必填)】 Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 【年份(必填)】【全文链接或数据库名称(选填) ...2016-3-27 16:45 - 金融坦然 - 文献求助专区

Investor Sentiment and Financial Market Volatility HC Shu, JH Chang - Journal of
1 个回复 - 592 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Investor Sentiment and Financial Market VolatilityHC Shu, JH Chang - Journal of Behavioral Finance, 2015 - Taylor & ...2015-12-5 15:08 - 马甲甲 - 求助成功区

Stock market volatility, excess returns, and the role of investor sentiment
1 个回复 - 1310 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】 http://d.scholar.cnki.net/DETAIL/REFDETAIL?FILENAME=SJES13012100568076&DBCODE=sjes2015-9-8 12:50 - 15002967574 - 求助成功区

求Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive P
8 个回复 - 3745 次查看 Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive Profits 作者：Dan Passarelli 著丛书名：Bloomberg Financial 外文书名：从事期权交易的希腊人：时间、波动及其他 ...2014-2-12 10:59 - 鲛人泣月 - 悬赏大厅

求助Testing for unit roots in time series models with non-stationary volatility
4 个回复 - 616 次查看【作者(必填)】Giuseppe Cavalierea, , A.M. Robert Taylorb 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必填)】2007 【全文链接或数据库名称(选 ...2015-3-23 14:06 - lohas0409 - 求助成功区

Exploring the relationship between investor sentiment and price volatility
1 个回复 - 838 次查看【作者(必填)】【文题(必填)】Exploring the relationship between investor sentiment and price volatility 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10. ...2014-10-12 08:57 - 不再后悔 - 求助成功区

The effect of investor sentiment on futures market returns and volatility
3 个回复 - 895 次查看【作者(必填)】KENNETH STEVEN LOVELL 【文题(必填)】The effect of investor sentiment on futures market returns and volatility 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://search.proq ...2014-8-16 19:40 - 不再后悔 - 求助成功区

Contracts for Changing Times: Sourcing with Raw Material Price Volatility and In
7 个回复 - 1716 次查看【作者(必填)】【文题(必填)】Contracts for Changing Times: Sourcing with Raw Material Price Volatility and Information Asymmetry 【年份(必填)】【全文链接或数据库名称(选填)】http://pubsonline. ...2014-1-25 21:32 - fwdd - 求助成功区

求篇tandfonline论文Volatility clustering in the presence of time-varying model p
1 个回复 - 751 次查看【作者(必填)】 Edoardo Otrantoa* 【文题(必填)】 Volatility clustering in the presence of time-varying model parameters 【年份(必填)】【全文链接或数据库名称(选填)】 http://www.tandfonline.com ...2013-12-25 15:17 - waterup - 求助成功区

Structural Changes in the Time Series of Food Prices and Volatility Measurement
1 个回复 - 756 次查看【作者(必填)】Hyun Joung Jin and Taeho Kim 【文题(必填)】Structural Changes in the Time Series of Food Prices and Volatility Measurement 【年份(必填)】2012, 94 (4): 929-944 【全文链接或数据库 ...2013-10-29 17:25 - xllbl - 求助成功区

Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle
2 个回复 - 2367 次查看 Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson2010-4-26 16:08 - guangpeng - Gauss专版

Rational and Sentimental Components in Long-term Stock Volatility
1 个回复 - 758 次查看【作者(必填)】【文题(必填)】Rational and Sentimental Components in Long-term Stock VolatilityYC Yeh - 2011 - thesis.lib.ncu.edu.tw 【年份(必填)】【全文链接或数据库名称(选填)】2013-8-25 19:54 - 金融坦然 - 求助成功区

Time variations and covariations in the expectation and volatility of stock
2 个回复 - 887 次查看【作者(必填)】RF Whitelaw - 【文题(必填)】Time variations and covariations in the expectation and volatility of stock market returns 【年份(必填)】1994 【全文链接或数据库名称(选填)】http://on ...2012-11-16 20:56 - 醋姐 - 求助成功区

[下载]Volatility Forecasts in Financial Time Series with HMM-GARCH Model
5 个回复 - 4156 次查看 Abstract. Nowadays many researchers use GARCH models to generatevolatility forecasts. However, it is well known that volatility persistence,as indicated by the sum of the two parameters G1 and A1[1] ...2006-10-27 14:34 - xuelida - 计量经济学与统计软件

Financial volatility in continuous time
0 个回复 - 1347 次查看 Financial volatility in continuous time OE Barndorff-Nielsen… - 2011 - Cambridge University Press 有下载到得可以设置五个论坛币，我会购买2011-4-4 12:30 - sqq19860225 - 文献求助专区

Volatility and Time Series Econometrics-- Essays in Honor of Robert Engle
1 个回复 - 2661 次查看 Volatility and Time Series Econometrics-- Essays in Honor of Robert Engle2010-5-19 11:21 - zhaomn200145 - Gauss专版

Time-Varying Periodicity in Intraday Volatility
0 个回复 - 313 次查看 2004-12-10 00:02 - 工资税382 - Forum

Fixed-b Inference in the Presence of Time-Varying Volatility
0 个回复 - 411 次查看 2004-12-3 12:50 - 残保金018 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations-具...
0 个回复 - 219 次查看 2004-10-29 14:41 - 期望效应224 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations
0 个回复 - 298 次查看 2004-10-28 07:23 - 民事诉讼法学397 - Forum

Stochastic volatility of volatility in continuous time-连续时间波动率的随机波动率
0 个回复 - 376 次查看 2004-10-13 18:50 - 十大券商898 - Forum

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