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Conditional variance
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#	Item
81	A Consistent Pricing Model for Index Options and Volatility Derivatives Workshop on Financial Derivatives and Risk Management Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:47:59 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Option Conditional variance swap Mathematical finance Financial economics Finance
82	Implemented in Portfolio Safeguard by AORDA.com Optimization of conditional value-at-risk R. Tyrrell Rockafellar Department of Applied Mathematics, University of Washington, 408 L Guggenheim Hall, Box[removed], Seattle, W Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:10 Probability theory Financial risk Convex analysis Mathematical finance Operations research Coherent risk measure Expected shortfall Convex optimization Variance Statistics Mathematical optimization Mathematical analysis
83	Journal of Banking & Finance[removed]–1471 www.elsevier.com/locate/econbase Conditional value-at-risk for general loss distributions R. Tyrrell Rockafellar a, Stanislav Uryasev Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:10 Statistics Applied mathematics Mathematical sciences Expected shortfall Coherent risk measure Value at risk Variance R. Tyrrell Rockafellar Risk measure Financial risk Mathematical finance Actuarial science
84	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
85	The Variance Risk Premium Around the World Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-05-09 13:48:18 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics
86	This square root of time rule comes from the fact that the variance of the sum of a bunch of random, unrelated variables is equal to the sum of the variances of those same random, unrelated variables. And i we think that Add to Reading List Source URL: www.newedge.com Language: English - Date: 2014-02-27 21:39:06 Financial economics Newedge Group NewEdge Autocorrelation Volatility Hedge fund Autoregressive conditional heteroskedasticity Trend following Statistics Time series analysis Economics
87	Statistics & Operations Research Transactions SORT[removed]January-June 2010, 21-44 ISSN: [removed]www.idescat.net/sort Statistics & Add to Reading List Source URL: www.idescat.cat Language: English - Date: 2010-11-29 02:39:03 Time series analysis Covariance and correlation Multivariate statistics RiskMetrics Variance Vector autoregression Autoregressive conditional heteroskedasticity Covariance matrix Covariance Statistics Econometrics Data analysis
88	[removed]Homework #6 Solutions[removed] Add to Reading List Source URL: www.stat.cmu.edu Language: English - Date: 2014-10-08 15:18:39 Statistical hypothesis testing Analysis of variance Recall Midazolam Experiment Interaction Null hypothesis Causality Autoregressive conditional heteroskedasticity Statistics Design of experiments Haptic technology
89	APPLICATION FOR CONDITIONAL USE PERMIT/VARIANCE FOR CONSTRUCTION OF A BOATHOUSE IN THE SHORELAND PROTECTION DISTRICT TOWN OF GREENSBORO PO Box 119, Greensboro, VT[removed]2911 Fax[removed]greensborovtzonin Add to Reading List Source URL: www.greensborovt.org Language: English - Date: 2014-03-27 15:18:14 Statistics Local government in the United States Variance Land law Shall and will Human geography Zoning in the United States Special-use permit Zoning Real estate Real property law
90	APPLICATION FOR CONDITIONAL USE PERMIT/VARIANCE FOR RECONSTRUCTION OR RELOCATION OF NONCONFORMING STRUCTURES IN THE SHORELAND PROTECTION DISTRICT TOWN OF GREENSBORO PO Box 119, Greensboro, VT[removed]2911 Fax (80 Add to Reading List Source URL: www.greensborovt.org Language: English - Date: 2014-04-10 14:14:04 Local government in the United States Variance Land law Human geography Property Spot zoning Special-use permit Zoning Real estate Real property law

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