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WarrickPKMSc 100%

STOCHASTIC VOLATILITY MODELS:

https://www.fichier-pdf.fr/2016/01/19/warrickpkmsc/

19/01/2016 www.fichier-pdf.fr

Memoire AISSOU VIDAL KHALLOU 84%

FORECAST VOLATILITY AND VALUE AT RISK WITH A GARCH MODEL Master’s Thesis in Financial Econometrics Ouriane Aïssou, Oscar Vidal, Achraf Khallou Supervised by Philippe De Peretti∗ University of Paris 1 Panthéon-Sorbonne Master’s degree in Econometrics and Statistics (MoSEF) May 2018 Abstract In this paper, we propose to forecast the Value at Risk of the french stock index, the CAC40, with a GARCH(1,1) model.

https://www.fichier-pdf.fr/2018/05/27/memoire-aissou-vidal-khallou/

27/05/2018 www.fichier-pdf.fr

1-tracking 82%

Abstract :In this paper, we study several portfolio optimization programs which take into acount some constraint on the volatility of the tracking-error.

https://www.fichier-pdf.fr/2013/06/29/1-tracking/

29/06/2013 www.fichier-pdf.fr

Finance India 82%

Agarwal, Manju Aganval and Aman Agarwal OPEN INTEREST, BASIS, VOLUME AND SPOT VOLATILITY DURING GROWTH, CRISIS AND STABLE PERIOD :

https://www.fichier-pdf.fr/2017/03/21/finance-india/

21/03/2017 www.fichier-pdf.fr

ford financials snapshot 2013 80%

During that decade, we maintained stable grantmaking budgets in spite of the volatility of global financial markets and the resultant fluctuations of our endowment values.

https://www.fichier-pdf.fr/2016/02/13/ford-financials-snapshot-2013/

13/02/2016 www.fichier-pdf.fr

HSBC Credit Risk Equity Options 75%

 ,    exp      2    The volatility  used in the market factor evolution is externally supplied for each equity name and would generally be based on exponentially weighted historical volatility.

https://www.fichier-pdf.fr/2013/01/02/hsbc-credit-risk-equity-options/

02/01/2013 www.fichier-pdf.fr

EPFM-17 74%

5TH ANNUAL ELECTRICITY PRICE MODELLING AND FORECASTING FORUM 14th – 15th December 2017 — Berlin, Germany VENUE FEATURED ƒƒ How to best tackle the issue of increasing price volatility in 2018 ƒƒ How to account for changing demand forecasting based on changing consumer needs ƒƒ How to account for new technologies and trends for the long-term SPEAKER PANEL Matthew Wittenstein Senior Electricity Analyst IEA Bayram Kaddour Project Manager EDF R&D EDF Brent Wanner Senior Energy Analyst IEA Erkan Kalayci Power Portfolio and Operations Manager EWE Turkey Ralph Renner Head of European Origination Sompo Global Weather Marten Tiddens General Manager Powerline Claus Huber Senior Economist Head of Long Term Modelling and Forecasting Axpo Iain Staffell Lecturer in Sustainable Energy Imperial College London Andre Estermann Project leader Common Grid Model Alignment ENTSO-E Claudio Dicembrino Head of Macroeconomic and Energy Analysis and Forecasting Enel Group Axel Bredenstein Lead Analyst Value Forecasting and Optimisation Vattenfall Energy Trading Gilles Etienne Product Manager - EU Market Integration Elia Petr Jonas Strategy Analyst CEZ DAY ONE 14th December 2017 08.30 Registration &

https://www.fichier-pdf.fr/2018/12/14/epfm-17/

14/12/2018 www.fichier-pdf.fr

8.PortfolioOptiHedge 72%

Using data from CSFB-Tremont hedge fund indices, we …nd that ex-post volatility of minimum variance portfolios generated using implicit factor based estimation techniques is between 1.5 and 6 times lower than that of a value-weighted benchmark, such di¤erences being both economically and statistically signi…cant.

https://www.fichier-pdf.fr/2013/06/29/8-portfoliooptihedge/

29/06/2013 www.fichier-pdf.fr

Investment letter 71%

Issuance has remained high to take advantage of the lower borrowing costs despite a risk-off phase in financial markets as volatility has risen.

https://www.fichier-pdf.fr/2015/02/12/investment-letter/

12/02/2015 www.fichier-pdf.fr

colloque-PP0-2017-1-2-3-Mai-Hammamet 68%

cas de la Tunisie et du Maroc 3- Marwa Sallemi La prise de risque du crédit bancaire 4- Salma Louati Market-Power, Stability and Risk-taking 3- Sabeh Ben Abdallah 4- Hajer Manai Risque Sur le Marché des Changes Tunisien à La Veille de La Crise Immobilière The impact of political events on stock market return and volatility:

https://www.fichier-pdf.fr/2017/04/30/colloque-pp0-2017-1-2-3-mai-hammamet/

30/04/2017 www.fichier-pdf.fr

GRR17 Report web 65%

see Appendix A for the full name and description Failed and failing states Oil and gas price spike Chronic disease, developed world Oil price shock China economic hard landing Asset price collapse 2nd Retrenchment from globalization (developed) Slowing Chinese economy (<6%) Oil and gas price spike Pandemics Asset price collapse Retrenchment from globalization Interstate and civil wars Pandemics Oil price shock 1st 2nd Asset price collapse 2010 Global governance gaps infrastructure Fiscal crises Breakdown of critical information Chronic disease Slowing Chinese economy (<6%) Fiscal crises Chronic disease Oil and gas price spike Retrenchment from globalization (developed) Economic Fiscal crises infrastructure Chronic disease Breakdown of critical information Oil price spikes Retrenchment from globalization (developed) Breakdown of critical information infrastructure Asset price collapse 2009 Retrenchment from globalization (emerging) Global governance gaps Chronic disease Slowing Chinese economy (<6%) 2011 Environmental Extreme energy price volatility Asset price collapse Geopolitical conflict Climate change Fiscal crises 2011 Climate change Biodiversity loss Corruption Flooding Storms and cyclones 2012 Geopolitical Extreme volatility in energy and agriculture prices imbalances Food shortage crises Water supply crises Major systemic financial failure 2012 Water supply crises Cyber attacks Rising greenhouse gas emissions Chronic fiscal imbalances Severe income disparity 2013 Societal Failure of climatechange mitigation and adaptation Diffusion of weapons of mass destruction Chronic fiscal imbalances Water supply crises Major systemic financial failure 2013 Mismanagement of population ageing Water supply crises Rising greenhouse gas emissions Chronic fiscal imbalances Severe income disparity 2014 Technological Critical information infrastructure breakdown Unemployment and underemployment Water crises Climate change Fiscal crises 2014 Cyber attacks Climate change Unemployment and underemployment Extreme weather events Income disparity 2015 Failure of climatechange mitigation and adaptation Interstate conflict with regional consequences Weapons of mass destruction Rapid and massive spread of infectious diseases Water crises 2015 High structural unemployment or underemployment State collapse or crisis Failure of national governance Extreme weather events Interstate conflict with regional consequences 2016 Severe energy price shock Large-scale involuntary migration Water crises Weapons of mass destruction Failure of climatechange mitigation and adaptation 2016 Major natural catastrophes Interstate conflict with regional consequences Failure of climatechange mitigation and adaptation Extreme weather events Large-scale involuntary migration 2017 Failure of climatechange mitigation and adaptation Major natural disasters Water crises Extreme weather events Weapons of mass destruction 2017 Massive incident of data fraud/theft Large-scale terrorist attacks Major natural disasters Large-scale involuntary migration Extreme weather events Source:

https://www.fichier-pdf.fr/2017/08/03/grr17-report-web/

03/08/2017 www.fichier-pdf.fr

VALUE AT RISK 65%

The capacity for a VaR mesure to accurately predict future risk exposures depends upon the quality of forecasts of volatility incorporated into the VaR estimation.

https://www.fichier-pdf.fr/2011/11/21/value-at-risk/

21/11/2011 www.fichier-pdf.fr

3-CPPIOBPI 65%

Second, we give the CPPI formula when the volatility is stochastic.

https://www.fichier-pdf.fr/2013/06/29/3-cppiobpi/

29/06/2013 www.fichier-pdf.fr

article BSE 63%

Thus, we expect that businesses which communicate more information on their activities’ effect on the environment and community have more stable earning growth and less downside volatility, and therefore more desirable earning qualities than other companies (Laksmana and Yang, 2009).

https://www.fichier-pdf.fr/2013/11/02/article-bse/

02/11/2013 www.fichier-pdf.fr

McKesson Corporation Report - Axel Sategna 62%

Able to pay the interest expenses $ 32.07 B Market Performance – 1 year Returns 6.80% Volatility 24.93% Market Performance – 5 years Returns 10.28% Volatility 18.33% Corporate Performance (FY 2017) ROA 8.63 ROE 50.65 Current Ratio 1.04 D/E 0.66 Payout Ratio 12.4 Net Income 5.07B Axel SATEGNA INVESTMENT RECOMMENDATION:

https://www.fichier-pdf.fr/2018/02/08/mckesson-corporation-report-axel-sategna/

08/02/2018 www.fichier-pdf.fr

vienna28april2009 62%

Volatility is low Investment horizon is long Source:

https://www.fichier-pdf.fr/2013/06/29/vienna28april2009/

29/06/2013 www.fichier-pdf.fr

BA Job Description Team Trade Synechron 62%

Requirements      Bachelor Degree in Economics, Statistics, Mathematics, Physics, Engineering, Computer science Good knowledge of English Good knowledge of Excel Available to travel abroad Microsoft Office Knowledge one of the following topics is appreciated  Financial market and the main asset class (IRD, CRD, FXD and COM)  Quantitative finance (volatility, pricing model, Black and Scholes)  Thesis in one of the following matters is a plus:

https://www.fichier-pdf.fr/2016/01/27/ba-job-description-team-trade-synechron/

27/01/2016 www.fichier-pdf.fr

Impact of Covid 19 pandemic on SADC economy 60%

The oil price is expected to remain subdued as the planned cuts are not enough to rebalance the oil market given the significant fall in demand due to COVID-19 disruption of economic activities 3.3 Financial Markets including Stock Exchange Volatility In the period between February and April 2020, financial markets remained volatile due to uncertainties that COVID-19 would create a global economic and financial crisis.

https://www.fichier-pdf.fr/2020/06/04/impact-of-covid-19-pandemic-on-sadc-economy/

04/06/2020 www.fichier-pdf.fr

Rapport Ruptures SymphonyIRI 57%

3 White Paper www.SymphonyIRI.eu Improving On-Shelf Availability It Matters More As an example of this volatility, the chart below shows the typical Again, these figures are for all products in a very widely defined availability within the UK Grocery Market.

https://www.fichier-pdf.fr/2011/05/03/rapport-ruptures-symphonyiri/

03/05/2011 www.fichier-pdf.fr

NGOs' communication challenge 56%

They need to balance the volatility of the Internet with sound expertise and sources.

https://www.fichier-pdf.fr/2014/07/01/ngos-communication-challenge/

01/07/2014 www.fichier-pdf.fr

Worldbank extended term consultant-21.4.12 56%

Continued pressure of urbanization, food price volatility, and bio-fuel production, all led to increased demand for research and policy advice in this area.

https://www.fichier-pdf.fr/2012/04/21/worldbank-extended-term-consultant-21-4-12/

21/04/2012 www.fichier-pdf.fr

Ebook Usfia-gb 51%

29 July 2013 - Thailand becomes the first country to ban the use of Bitcoin in its territory, via a Central Bank decision 5 December 2013 - China Central Bank banned all Bitcoin transactions in local banks, and this led to the start of a crash 8 January 2014 - Alibaba Group banned Bitcoin payments 6 February 2014 - Russia declared Bitcoin illegal, on the basis that the only currency allowed in Russia is the Ruble 26 February 2014, US Senator Joe Manchin asked for a ban on Bitcoin in the US, due to its uncontrolled volatility.

https://www.fichier-pdf.fr/2014/12/02/ebook-usfia-gb/

02/12/2014 www.fichier-pdf.fr

Ebook Usfia-gb 51%

29 July 2013 - Thailand becomes the first country to ban the use of Bitcoin in its territory, via a Central Bank decision 5 December 2013 - China Central Bank banned all Bitcoin transactions in local banks, and this led to the start of a crash 8 January 2014 - Alibaba Group banned Bitcoin payments 6 February 2014 - Russia declared Bitcoin illegal, on the basis that the only currency allowed in Russia is the Ruble 26 February 2014, US Senator Joe Manchin asked for a ban on Bitcoin in the US, due to its uncontrolled volatility.

https://www.fichier-pdf.fr/2014/12/02/ebook-usfia-gb-1/

02/12/2014 www.fichier-pdf.fr

wklytech-11-3-14 50%

So far we haven’t seen any spikes in volatility/volume, which implies the risk of seeing more weakness in China.

https://www.fichier-pdf.fr/2014/03/12/wklytech-11-3-14/

12/03/2014 www.fichier-pdf.fr

TO WHAT EXTENT DOES FSD STIMULATE NON-OIL GDP IN NIGERIA D 48%

(2005) confirms the existence of linkages between financial development and growth volatility, especially in developing countries.

https://www.fichier-pdf.fr/2017/11/07/to-what-extent-does-fsd-stimulate-non-oil-gdp-in-nigeria-d/

07/11/2017 www.fichier-pdf.fr