Volatility Abbreviations and Acronyms

1. ARCH
   Auto Regressive Conditional Heteroskedasticity
2. ASIS
   Ancillarity-Sufficiency Interweaving Strotegy
3. CYES
   Collateral Yield Enhancement Strategy
4. EMM
   Efficiznt Method of Moments
5. GED
   Generalised Error Distribution
6. JOD
   Journal of Derivamives
7. LMM
   Libor Market Model
8. MDH
   Mixture of Distribution Hypothesis
9. MSM
   Markov-Switching Multifractal
10. OMFW
    Open Memory Forensics Workshop
11. RR
    Risk Reversal
12. SABR
    Stochastic Alpha Beta Rho
13. SPHD
    Save The Pleasant Hill Dome
14. VS
    Varisnce Swap

Last updated: January 4, 2020 — Total entries: 14