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i erasmus school of economics forecasting volatility with macroeconomic and financial variables using kernel ridge regressions felix ca mourer 360518 supervisor: prof dr…
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…
exchange rate volatility and macroeconomic determinants: a comparative analysis for malaysia kong cbek hang corporate master in business administration 2010 pusat khidm t…
policy options for managing macroeconomic volatility in nigeria ukwu i. ukwu a.w. obi s. ukeje african institute for applied economics 128 park avenue, gra, p.o. box 2147…
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,
abhijit banerjee (departement of economies, mit) and thomas piketty (cepre!viap and cnrs, paris) n° 9720 * we are grateful to pinar bagci for research assistance; to
banco de méxico documentos de investigación banco de méxico working papers n◦ 2009-01 forecasting exchange rate volatility: the superior performance of conditional…
nber working paper series macroeconomic volatility and stock market volatility, worldwide francis x. diebold kamil yilmaz working paper 14269 http:www.nber.orgpapersw14269…
richard g. pierse 1 introduction all the forecasting models that we have looked at so far in these lectures have been univariate and have been purely statistical in the sense
maldives macroeconomic forecasting: a component-driven quarterly bayesian vector autoregression approach (sawp no. 78)anthony baluga and masato nakane adb south asia working
forecasting volatility in the financial markets quantitative finance series aims and objectives • • • • • • books based on the work of financial market practitioners,…
forecasting in large macroeconomic panels using bayesian model averaging gary koop and simon potter federal reserve bank of new york staff reports no. 163 march 2003 keywords:…
macroeconomic volatility and stock market volatility, world-wide* francis x. diebold university of pennsylvania and nber kamil yilmaz† koc university first draft: march…
macroeconomic forecasting using diffusion indexes james h. stock kennedy school of government, harvard university, and national bureau of economic research, cambridge, ma…
financial innovations and macroeconomic volatility urban jermann & vincenzo quadrini discussion by wouter j. denhaan excellent new framework both debt and equity as external…