ELIZABETH G. HILL • LEGISLATIVE ANALYST LAO 60 YEARS OF SERVICE Revenue **Volatility** In California Following the boom-bust revenue cycle in rec ent years, concerns have developed about **volatility** in California's General Fund revenues.

**Volatility** Forecasting * Torben G. Andersen a, Tim Bollerslev b, Peter F. Christoffersen c and Francis X. Diebold d February 22, 2005 _____ * This paper is prepared for the forthcoming Handbook of Economic Forecasting edited by Graham Elliott, Clive W.J. Granger, and Allan Timmermann, Amsterdam ...

Authors Frank J. Ambrosio, CFA Francis M. Kinniry Jr., CFA Frank J. Ambrosio, CFA (1972-2008) Vanguard mourns the passing of our friend and colleague Frank Ambrosio.

Implied **Volatility** Modeling . Sarves Verma, Gunhan Mehmet Ertosun, Wei Wang, Benjamin Ambruster, Kay Giesecke . I Introduction . Although Black-Scholes formula is very popular among market practitioners, when

THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY 2006 The Cross-Section of **Volatility** and Expected Returns ANDREWANG, ROBERTJ. HODRICK, YUHANGXING, and XIAOY ANZHANG ∗ ABSTRACT We examine the pricing of aggregate **volatility** risk in the cross-section of stock returns.

CBOE's **volatility** indexes are key measures of market expectations of near-term **volatility** conveyed by stock index option prices. Many of the indexes measure the market's expectation of 30-day **volatility** implicit in the prices of near-term index options.

BIS central bankers’ speeches 1 Jean-Pierre Danthine: Market **volatility**, Swiss National Bank liquidity measures and foreign exchange reserves

The Effects of Exchange Rate **Volatility** on Agricultural Trade Ivan T. Kandilov ∗ Agricultural and Resource Economics NC State (Preliminary) Abstract : I extend Cho, Sheldon, and McCorriston (2002) analysis of exchange rate **volatility** on agricultural trade from the G-10 group of countries they ...

A Closed-Form Solution for Options with Stochastic **Volatility** with Applications to Bond and Currency Options Steven L. Heston Yale University I use a new technique to derive a closed-form solu

October 2008 • FQ Perspective • Page 1 of 8 October 2008, Vol. 5, No. 03 Introduction Every few years an event comes along that shocks financial markets.

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