Results 11 to 20 of about 1,369,451 (372)
Environmental science and pollution research international, 2021 This paper investigates the effect of different categories of essential COVID-19 data from 2020 to 2021 towards stock price dynamics and options markets.
Luc Phan Tan +5 more
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Revisiting the Link Between Finance and Macroeconomic Volatility
IMF Working Papers, 2013 This paper examines the impact of financial depth on macroeconomic volatility using a dynamic panel analysis for 110 advanced and developing countries. We find that financial depth plays a significant role in dampening the volatility of output, consumption, and investment growth, but only up to a certain point.
Era Dabla-Norris, Narapong Srivisal
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Electoral volatility and political finance regulation in Colombia
Colombia Internacional, 2018 This article examines the relationship between electoral volatility and political finance regulation in Colombia. The author argues that recent political finance reforms in this country (e.g. changes in regulation of campaign donations, campaign spending,
Néstor Castañeda
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Idiosyncratic volatility puzzle: influence of macro-finance factors [PDF]
Review of Quantitative Finance and Accounting, 2018 Nektarios Aslanidis +3 more
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The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
Open Journal of Applied Sciences, 2014 Stochastic volatility models are used in mathematical finance to describe the dynamics of asset prices. In these models, the asset price is modeled as a stochastic process depending on time implicitly defined by a stochastic differential Equation.
Lorella Fatone +3 more
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Volatility and Growth: the Role of Bank Financing in Bolivia
Montenegrin Journal of Economics, 2022 Roger Alejandro Banegas Rivero
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Stochastic volatility models for ordinal-valued time series with application to finance [PDF]
Statistical Modelling, 2009 In this paper, we introduce a new class of models, called ordinal-response stochastic volatility models, by combining an ordinal-response model and the idea of stochastic volatility. Corresponding time series occur in high-frequency finance when the stocks are traded on a coarse grid.
Gernot J. Müller, Claudia Czado
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Finance-Growth Volatility Nexus: Evidence from Lebanon [PDF]
Asian Economic and Financial Review, 2018 A generalized autoregressive conditional heteroskedasticity (GARCH) model incorporating shocks of financial deepening and growth variables in the variance equation of the other variable respectably is used to investigate whether there is a significant bi-directional spillover of shocks between the two variables in Lebanon.
Salah Abosedra, Ben Sita Bernard
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Methods in econophysics: Estimating the probability density and volatility
Frontiers in Physics, 2022 We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities.
Moawia Alghalith
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The Use of Machine Learning in Volatility: A Review Using K-Means
Universidad y Empresa, 2023 Recently, the use of machine learning (ML) in scientific disciplines has experienced an unprecedented increase. Finance has not been an exception. Several works have been published in recent years using ml techniques. However, one of the topics with the
Jesus Enrique Molina Muñoz +1 more
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