Band 6
Empirical Studies on Volatility in International Stock Markets
-
- Hardcover
- Taschenbuch
- eBook ausgewählt
-
Form:Einzelkauf Download
-
Sprache:Englisch
Fr. 125.90
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Nein
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
09.03.2013
Verlag
Springer UsSeitenzahl
161 (Printausgabe)
Dateigröße
2018 KB
Sprache
Englisch
EAN
9781475751291
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to that of the well-established GARCH model but also to implied volatility and so-called realised volatility models which are based on intraday volatility measures.
The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.
The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.