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estimating and forecasting volatility with large scale models: theoretical appraisal of professionals’ practice paolo zaffaroni ∗ imperial college london this draft:…
estimating and forecasting volatility with large scale models: theoretical appraisal of professionals’ practice paolo zaffaroni ∗ imperial college london this draft:…
munich personal repec archive estimating and forecasting conditional volatility and correlations of the dow jones islamic stock market index using multivariate garch-dcc…
estimating and forecasting volatility of the stock indices using conditional autoregressive range carr model heng-chih chou a david wang b* a department of finance ming chuan…
ijbfmr 3 2015 19-34 issn 2053-1842 estimating and forecasting volatility of stock indices using asymmetric garch models and student-t densities: evidence from chittagong…
estimating and forecasting volatility using leverage effect ∗ christina dan wang columbia university per a. mykland university of chicago lan zhang university of illinois…
kocaeli Üniversitesi sosyal bilimler enstitüsü dergisi (14) 2007 / 2 : 78-109 the use of arch and garch models for estimating and forecasting volatility bahadtin rüzgar∗…
1 volatility forecasting techniques and volatility trading: the case of currency options by lampros kalivas nikolaos dritsakis phd candidate, university of macedonia, msc…
forecasting volatility by stephen figlewski final draft april 24, 2004 new york university stern school of business 44 west 4th street, suite 9-160 new york, ny 10012-1126…
forecasting volatility by stephen figlewski final draft april 24, 2004 new york university stern school of business 44 west 4th street, suite 9-160 new york, ny 10012-1126…
volatility forecasting steven poher ramzi rached ricardo uribe dongting zheng global investment management agenda objective background information forecasting models data…
1.racsama. mat.rev. r. acad. cien. serievol . 103 (2), 2009, pp. 339–352matem´ tica aplicada / applied mathematics a are volatility indices in international stock markets…
volatility forecasting and delta-neutral volatility trading for dtb options on the dax - proceedings afir 2000 - tromsø, norwayh.j. bartels department of mathematics
your paper's title starts here:volatility forecasting model-free implied volatility jing fei cheng1, a *and gui bin lu2,b 1department of finance, school of economics,
banco de méxico documentos de investigación banco de méxico working papers n◦ 2009-01 forecasting exchange rate volatility: the superior performance of conditional…
forecasting volatility in the financial markets quantitative finance series aims and objectives • • • • • • books based on the work of financial market practitioners,…
estimating stochastic volatility via filtering for the micro-movement of asset prices ∗ yong zeng† assistant professor department of mathematics and statistics university…
estimating stochastic volatility: the rough side to equity returns abstract this project evaluates the forecasting performance of a brownian semi-stationary (bss) process…
namit sharma thesis submitted to the faculty of the virginia polytechnic institute and state university in partial fulfillment of the requirements for the degree of master
1 modelling and forecasting the volatility of petroleum futures prices sang hoon kang a , seong-min yoon b, * a department of business administration, pusan national university,…