Browsing Undergraduate Honors Theses and Student papers by Author "Beard, Evan Allen"

Sort by: Order: Results:

  • Beard, Evan Allen (2009-04-15)
    This paper examines the e ect of macroeconomic variable volatility on implied and realized asset price level volatilities in the U.S. using monthly data from 1986 - 2008. Two approaches are taken: An autoregressive ...