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1

Corporation, Standard and Poor's. Standard & Poor's 500 guide. 2nd ed. New York: McGraw-Hill, 2010.

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2

Corporation, Standard and Poor's. Standard & Poor's 500 guide: 2009. New York: McGraw-Hill, 2009.

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3

Standard & Poor's guide to money & investing. New York: Lightbulb Press, 2005.

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4

Standard & Poor's guide to technology stocks. New York: McGraw-Hill, 2002.

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5

Corporation, Standard and Poor's. Standard & Poor's debt ratings criteria: Industrial overview. New York, N.Y: Standard & Poor's Corp., 1986.

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6

Corporation, Standard and Poor's. SchoolMatters: A service of Standard and Poor's. [New York]: Standard & Poor's, a division of The McGraw-Hill Companies, Inc, 2005.

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7

Standard & Poor. Standard and Poors Midcap Guide (Standard & Poor's MidCap 400). Mcgraw-hill Inc, 1995.

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8

Morris, Virginia B., and Kenneth Morris. Standard and Poor's Guide to Money and Investing (Standard & Poor). McGraw-Hill, 2005.

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9

Morris, Virginia B., and Kenneth Morris. Standard & Poor's Dictionary of Financial Terms (Standard & Poor's). McGraw-Hill, 2007.

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10

Corporation, Standard and Poor's, ed. Standard & Poor's netAdvantage. [New York, N.Y.]: Standard & Poor's, 2001.

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11

Standard & Poor's 401. McGraw-Hill, 1995.

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12

McGraw-Hill. Standard & Poor's MidCap 400 Guide (Standard & Poor's MidCap 400). McGraw-Hill Education, 1994.

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13

Standard & Poor's. Standard & Poor's Smallcap 600 Guide (Standard & Poor's SmallCap 600). Mcgraw-Hill, 1995.

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14

Standard & Poor's. Standard & Poor's 500 Guide (Standard and Poor's 500 Guide). 3rd ed. McGraw-Hill, 2004.

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15

Standard & Poor's. Standard & Poor's Midcap 400 Guide (Standard & Poor's MidCap 400). Mcgraw-Hill, 1995.

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16

Standard and Poor's. Standard & Poor's 500 Guide: 1995 (Standard & Poor's 500 Guide). Mcgraw-Hill, 1994.

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17

Quintana, José Mario, Carlos Carvalho, James Scott, and Thomas Costigliola. Extracting S&P500 and NASDAQ Volatility: The Credit Crisis of 2007–2008. Edited by Anthony O'Hagan and Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.13.

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This article demonstrates the utility of Bayesian modelling and inference in financial market volatility analysis, using the 2007-2008 credit crisis as a case study. It first describes the applied problem and goal of the Bayesian analysis before introducing the sequential estimation models. It then discusses the simulation-based methodology for inference, including Markov chain Monte Carlo (MCMC) and particle filtering methods for filtering and parameter learning. In the study, Bayesian sequential model choice techniques are used to estimate volatility and volatility dynamics for daily data for the year 2007 for three market indices: the Standard and Poor’s S&P500, the NASDAQ NDX100 and the financial equity index called XLF. Three models of financial time series are estimated: a model with stochastic volatility, a model with stochastic volatility that also incorporates jumps in volatility, and a Garch model.
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18

Corporation, Standard &. Poor's. Standard & Poor's Midcap 400 Guide (Standard and Poor's 400 Guide). Mcgraw-Hill, 1996.

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19

Standard & Poor's Corporation. Standard & Poor's 500 Guide 2008 (Standard and Poor's 500 Guide). Mcgraw-Hill, 2008.

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20

Standard & Poor's. The Standard & Poor's 500 Guide (Standard and Poor's 500 Guide). McGraw-Hill, 2005.

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21

Standard & Poor. Standard & Poor's 500 Guide: 1999 (Standard and Poor's 500 Guide). Mcgraw-Hill, 1998.

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22

Standard & Poor's. Standards and Poor's Stock and Bond Guide, 1993 (Standard and Poor's Stock and Bond Guide). McGraw-Hill Companies, 1993.

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23

Standard & Poor's. Standard & Poor's 500 Guide. Mcgraw-Hill, 1995.

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24

Standard & Poor's. Standard & Poor's 500 Guide. McGraw-Hill, 2003.

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25

McGraw-Hill. Standard & Poor's 500 Guide. McGraw-Hill Education, 1994.

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26

Standard & Poor's. Standard & Poor's 500 Guide. McGraw-Hill Companies, 2000.

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27

Standard & Poor's 500 Guide. New York: McGraw-Hill, 1995.

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28

Standard & Poor. Standard & Poor's Smallcap 600 Guide: 1999 Edition (Standard & Poor's SmallCap 600). Mcgraw-Hill, 1998.

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29

Morris, Virginia B., and Kenneth Morris. Standard & Poor's Guide to Understanding Personal Finance (Standard & Poor's Guide to). McGraw-Hill, 2006.

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30

Standard and Poor's. Standard & Poor's Smallcap 600 Guide: 1998 (Standard and Poor's 600 Guide). Mcgraw-Hill, 1997.

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31

Standard & Poor's. Standard & Poor's 500 Guide, 2007 Edition (Standard and Poor's 500 Guide). McGraw-Hill, 2006.

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32

Standard & Poor's Guide to Saving for Retirement (Standard & Poor's Guide to). McGraw-Hill, 2007.

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33

Standard and Poor's. Standard & Poor's Midcap 400 Guide: 1998 (Standard and Poor's 400 Guide). Mcgraw-Hill, 1997.

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34

Standard & Poor's Stock and Bond Guide, 1995 (Standard & Poor's Stock & Bond Guide). Mcgraw-Hill, 1995.

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35

Standard & Poor's. Standard & Poor's Stock & Bond Guide. 2nd ed. McGraw-Hill Companies, 2003.

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36

Standard & Poor's 401K Planning Guide. McGraw-Hill Companies, 1995.

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37

Standard & Poor's. Standard & Poor's Stock & Bond Guide. 2nd ed. Mcgraw-Hill, 2000.

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38

Standard & Poor's MidCap 400 guide. New York, 1995.

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39

Standard & Poor's 500 Guide: 2013. 2nd ed. New York: McGraw-Hill Professional, 2012.

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40

Standard & Poor's 500 Guide 2009. New York: McGraw-Hill, 2009.

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41

Standard & Poor's Staff. Standard & Poor's Midcap 400 Guide. Mcgraw-Hill, 2000.

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42

Standard & Poor's. Standard & Poor's 500 Guide (Annual). Mcgraw-Hill, 1996.

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43

Standard & Poor's. Standard & Poor's 500 Guide 2002. McGraw-Hill Companies, 2001.

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44

Standard & Poor's. Standard & Poor's SmallCap 600 Guide. McGraw-Hill Companies, 2000.

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45

Standard & Poor's Insurance Company Ratings Guide 1995 (Standard and Poor's Insurance Company Ratings Guide). Mcgraw-Hill, 1995.

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46

Poor's, Standard &. Standard & Poor's Stock and Bond Guide, 1999 (Standard and Poor's Stock and Bond Guide). McGraw-Hill Companies, 1999.

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47

Standard & Poor's Corporation. Standard and Poor's Personal Wealth Website. Mcgraw-Hill College, 2000.

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48

Shelly, Harris, and Standard & Poor's Insurance Rating Services., eds. Standard & Poor's Japanese insurance market report. New York, N.Y: Standard & Poor's Insurance Rating Services, 1993.

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49

Standard & Poor's emerging stock markets factbook. New York: Standard & Poor's, 2002.

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50

Standard & Poor's Guide to Financial Stocks. McGraw-Hill Companies, 2002.

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