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Statistics / Volatility / Implied volatility / Stochastic volatility / Heston model / Autoregressive conditional heteroskedasticity / Financial risk / Volatility smile / VIX / Mathematical finance / Financial economics / Finance


Document Date: 2003-08-26 09:45:31

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City

Washington DC / Florence / /

Company

Fleming / Standard & Poor / /

Country

United States / Italy / /

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Event

Person Communication and Meetings / /

Facility

Duke University / University of Arizona / /

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IndustryTerm

empirical applications / /

MarketIndex

S&P / /

Organization

Duke University / Durham NC / Department of Economics / National Science Foundation / Federal Reserve Board / Division of Research and Statistics / Post Office / University of Arizona / /

Person

Matthew Chesnes / Mike Gibson / Neil Shephard / Hao Zhou‡ August / Tim Bollerslev / George Jiang / Jim Clouse / /

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Position

volatility trade-off regression Rt / rt / /

ProvinceOrState

Arizona / /

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