'Semi variance' presentation slideshows

Haoming Wang 3/19/2008

Predictive Models of Realized Variation and the Effects of Realized Semi-Variance on Implied Volatility. Haoming Wang 3/19/2008. Introduction. Want to examine predictive regressions for realized variance and realized semi-variance (variance caused by negative/postive returns).

693 views • 60 slides

Semivariance Significance in the S&P500

Semivariance Significance in the S&P500. Baishi Wu, 4/7/08. Outline. Motivation Background Math Data Information Summary Statistics Regressions Appendix. Introduction. Want to examine predictive regressions for realized variance by using realized semi-variance as a regressor

713 views • 47 slides

Semivariance Significance in the S&P500

Semivariance Significance in the S&P500. Baishi Wu, 4/7/08. Outline. Motivation Background Math Data Information Summary Statistics Regressions Appendix. Introduction. Want to examine predictive regressions for realized variance by using realized semi-variance as a regressor

481 views • 47 slides

494 views • 37 slides

Jump Detection and Analysis Investigation of Media/Telecomm Industry

Jump Detection and Analysis Investigation of Media/Telecomm Industry. Prad Nadakuduty 4/9/08. Outline. Introduction Mathematical Background Data Preparation and Graphs Summary Statistics Correlation HAR Regressions Conclusion Appendix Jump Statistics. Motivation.

479 views • 35 slides

Jump Detection and Analysis Investigation of Media/Telecomm Industry

Jump Detection and Analysis Investigation of Media/Telecomm Industry. Prad Nadakuduty 4/9/08. Outline. Introduction Mathematical Background Data Preparation and Graphs Summary Statistics Correlation HAR Regressions Conclusion Appendix Jump Statistics. Motivation.

356 views • 35 slides

Day 1 Quantitative Methods for Investment Management by Binam Ghimire

Day 1 Quantitative Methods for Investment Management by Binam Ghimire. Objective. Statistical Concepts and market returns and Probability Concepts Identify measures of central tendency and measures of Dispersion

553 views • 34 slides

Semivariance Significance

Semivariance Significance. Baishi Wu, 4/16/08. Outline. Motivation Background Math Data Information Summary Statistics Correlation Summary Regression Summary. Introduction. Want to examine predictive regressions for realized variance by using realized semi-variance as a regressor

345 views • 20 slides

Lab: geostatistics

Lab: geostatistics. Peter Fox GIS for Science ERTH 4750 (98271) Week 11, Friday, April 13, 2012. Statistics. http://escience.rpi.edu/gis/data/radon2.xls The uncertainty in a value estimated by weighted averages is one over the square root of the sum of the weights.

273 views • 9 slides

2.3 Measures based on absolute adjacency 2.4 Measures based on distance between objects

Lecture 17: Spatial Autocorrelation IV. Topics:. 2.3 Measures based on absolute adjacency 2.4 Measures based on distance between objects Semivariogram. References:. - Isaaks, E. H., and R. M. Srivastava, 1989. Applied Geostatistics ,

72 views • 5 slides