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An EDHEC-Risk Institute Publication The Local Volatility Factor for Asian Stock Markets August 2013
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Document Date: 2013-10-23 08:07:53

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File Size: 2,11 MB

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Company

Sovereign Wealth Funds / Australian Stock Exchange / Asian Stock / National Stock Exchange / Korea Exchange / Nikkei / Osaka Securities Exchange / Global Professional Publishing / /

Continent

Asia / Europe / /

Country

Taiwan / Thailand / Indonesia / France / Malaysia / Japan / United States / Australia / Korea / Philippines / China / Singapore / India / /

Currency

pence / /

/

Event

M&A / /

Facility

EDHEC Risk Institute / Cardiff University / University of California at Berkeley / Sofia University / University of Karlsruhe / University of Nottingham / Institute Publications / EDHEC-Risk Institute / About EDHEC-Risk Institute / /

IndustryTerm

finance / empirical finance / banking / volatility products / volatility derivative products / model selection algorithm / passive investment equity products / /

MarketIndex

Nikkei 225 / S&P/ASX 200 / /

Organization

University of the West of England / University of California / University of Karlsruhe / Cardiff University / EDHEC-Risk Institute / Bristol Business School / Sofia University / University of Nottingham / EDHEC Business School / Centre for Global Finance / /

Person

Stoyan Stoyanov / Lionel Martellini / /

Position

scientific director / driver / senior research engineer / head of research / author / professor of finance / Executive / head of quantitative research for FinAnalytica / /

ProvinceOrState

California / /

Technology

model selection algorithm / /

SocialTag