MétaCan
Menu
Back to cohort
Record W2394123350

A Study of Volatility in Warrants Pricing Based on GARCH Family Models

2009· article· en· W2394123350 on OpenAlexvenueno aff
Xinhua Xu

Bibliographic record

VenueInternational Business Research · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive conditional heteroskedasticityVolatility (finance)EconomicsEconometricsConditional varianceVolatility clusteringLeverage effectHeteroscedasticityStochastic volatilityStock (firearms)Valuation of optionsFinancial economics
DOInot available

Abstract

fetched live from OpenAlex

The traditional pricing methods of warrants assume that the yield of the underlying stock follows the log-normal probability distribution.But in reality it failed to take into account the experiential phenomenon of the financial time series,such as the cluster and fat tailor phenomena of the distribution;the aggregation of volatility;the leverage effect in securities market,etc,which may lead to price variance between theory and practice.In this paper,historical volatility is replaced by stochastic volatility to remove the impact of conditional heteroscedasticity of financial time series.GARCH Models(including GARCH,EGARCH,GJR-GARCH) will be used to estimate the parameters of the yield of the underlying stock and to price the warrants.Further more,we will analyze and discuss the differences between historical volatility and stochastic volatility;between symmetric and asymmetric GARCH models;and between theory and practice.In the conclusion,besides the imper-fect theoretical model and the incomplete trade systems,the speculativeness of China Stock Markets is the main reason of such price variance.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.254
Threshold uncertainty score0.496

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.219
GPT teacher head0.373
Teacher spread0.154 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2009
Admission routes1
Has abstractyes

Explore more

Same venueInternational Business ResearchSame topicFinancial Risk and Volatility ModelingFrench-language works237,207