Search results for " stochastic volatility"

showing 3 items of 3 documents

A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data

2008

The aim of this paper is to consider multivariate stochastic volatility models for large dimensional datasets. We suggest the use of the principal component methodology of Stock and Watson [Stock, J.H., Watson, M.W., 2002. Macroeconomic forecasting using diffusion indices. Journal of Business and Economic Statistics, 20, 147–162] for the stochastic volatility factor model discussed by Harvey, Ruiz, and Shephard [Harvey, A.C., Ruiz, E., Shephard, N., 1994. Multivariate Stochastic Variance Models. Review of Economic Studies, 61, 247–264]. We provide theoretical and Monte Carlo results on this method and apply it to S&P data.

Economics and EconometricsMultivariate statisticsPrincipal componentsStochastic volatilityjel:C32jel:C33jel:G12Factor modelPrincipal component analysisEconometricsEconomicsStochastic volatility Factor models Principal componentsStochastic volatilityforecasting; stochastic volatility; large datasetFinanceFactor analysis
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European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis

2015

In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to be the classical Black and Scholes solution, the correction terms appear at $O(\varepsilon^{1/2})$ and $O(\varepsilon)$. The optimal hedging strategy is then explicitly obtained for the Scott's model.

Transaction costAsymptotic analysisStochastic volatilityAsymptotic AnalysisApplied MathematicsStochastic VolatilityBlack–Scholes modelDynamical Systems (math.DS)Implied volatilityTransaction CostsFOS: Economics and businessOption Pricing; Stochastic Volatility; Transaction Costs; Asymptotic AnalysisValuation of optionstransaction costEconometricsMean reversionFOS: MathematicsCall optionPricing of Securities (q-fin.PR)Mathematics - Dynamical SystemsOption PricingSettore MAT/07 - Fisica MatematicaQuantitative Finance - Pricing of SecuritiesMathematics
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The Euro and Monetary Policy Transparency

2002

This paper focuses on a possible explanation for the weakness of the euro, namely the lack of transparency of the European Central Bank's (ECB) monetary policy. In order to obtain a time-varying measure of monetary policy uncertainty in both the U.S. and Euroland, we estimate a Stochastic Volatility model using policy-adjusted short-term interest rates. We also analyze directly the impact of higher uncertainty on the euro-dollar exchange rate. The empirical findings are in line with those of other studies, and show that the U.S. Fed is more transparent than the ECB. This results in higher volatility of European interest rates, capital outflows, and a weaker euro vis-a-vis the U.S. dollar.

monetary policy transparency; exchange ratesmonetary policy uncertainty stochastic volatilityExchange Rates; Interest Rates; Interest; Monetary Policy; Monetary; Policyjel:E52jel:E42monetary policy transparencyexchange ratesjel:F36jel:F33
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