Top results
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,…
48 international journal of banking and finance volume 9 number 1 2012: pages 48-80 modelling and forecasting volatility in the gold market stefan trück and kevin liang…
of petroleum futures prices b, * b department of economics, pusan national university, busan 609-735, korea abstract we investigate volatility models and their forecasting
c:/users/msong/dropbox/mmfi research/thesis_/latex1.dviconfidence set exercise matthew song abstract volatility plays an important role in option pricing and risk management.
of petroleum futures prices b, * b department of economics, pusan national university, busan 609-735, korea abstract we investigate volatility models and their forecasting
auction prices ciarreta, a.a, muniain, p.b and zarraga, a.c a department of economic analysis ii, bire, bets and bridge, university of the basque country, upv/ehu. avda.
introductionother precious metals prices by univariate garch models precious metals prices by univeriate garch models yuchen du , june, 2012 abstract this paper aims to model
of petroleum futures prices b, * b department of economics, pusan national university, busan 609-735, korea abstract we investigate volatility models and their forecasting
theoretical economics letters 2018 8 1599-1613 http:wwwscirporgjournaltel issn online: 2162-2086 issn print: 2162-2078 modelling and forecasting unbiased extreme value volatility…
department of statistics masters thesis modelling and forecasting volatility of gold price with other precious metals prices by univariate garch models yuchen du ① supervisor:…
1 modelling and forecasting the volatility of long-stay tourist arrivals by troy lorde department of economics university of the west indies, cave hill campus p.o. box 64…
1 volatility forecasting techniques and volatility trading: the case of currency options by lampros kalivas nikolaos dritsakis phd candidate, university of macedonia, msc…
lund university po box 117 221 00 lund +46 46-222 00 00 modelling and forecasting short-term interest rate volatility: a semiparametric approach hou, ai jun suardi, sandy…
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…
dissertation paper modelling and forecasting volatility index based on the stochastic volatility models msc student: lavinia-roxana david supervisor: professor moisa altar,…
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,