1. A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS Open Access Author: Binder, Christian N Title: A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS Area of Honors: Finance Keywords: FinanceVolatility ForecastingEconometricsStatisticsVolatilityTime Series AnalysisGARCHForecastingImplied Volatility File: Download Binder_Chris_Thesis_VolatilityForecasting.pdf Thesis Supervisors: Louis Gattis Jr., Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors Advisor
2. Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Open Access Author: Sottile, Thomas Title: Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Area of Honors: Finance Keywords: FinanceImplied CorrelationImplied VolatilityOptionsCorrelation Trading File: Download Thomas_Sottile_Thesis_Final.pdf Thesis Supervisors: David Haushalter, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
3. Modeling Stock Return Volatility, a Comparative Approach Open Access Author: Krimetz, Robert Title: Modeling Stock Return Volatility, a Comparative Approach Area of Honors: Data Sciences Keywords: Stock Volatilitytime series modelsBayesian ModelsProbabilistic ProgrammingMarkov chain Monte CarloHamiltonian Monte CarloImplied VolatilityRealized Volatility File: Download Krimetz_Robert_Modeling_Stock_Return_Volatility_a_Comparative_Approach.pdf Thesis Supervisors: Matthew D Beckman, Thesis SupervisorAnh Tuan Le, Thesis Honors AdvisorJeremy Seeman, Faculty Reader
