Tuesday, September 29, 2020
Home Stock Market Books Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics...

Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance)


Price: ₹ 14,450.00
(as of Aug 20,2020 21:33:29 UTC – Details)


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.

LEAVE A REPLY

Please enter your comment!
Please enter your name here

Most Popular

Effective Investments on Capital Markets: 10th Capital Market Effective Investments Conference (CMEI 2018) (Springer Proceedings in Business and Economics)

Price: (as of - Details) This proceedings volume presents current research and innovative solutions into capital markets, particularly in Poland. Featuring contributions...

How Finance Works: The HBR Guide to Thinking Smart About the Numbers

Price: (as of - Details) Based on a popular class taught by a Harvard Business School professor.If you're not a numbers person,...

Inside Technology Stocks: The Secrets to Investing in Today’s Hottest Companies

Price: (as of - Details) Technology stocks provide the wildest, most exhilarating, most profitable ride in the stock market today. This is...

Getting Started in Value Investing: 72

Price: (as of - Details) An accessible introduction to the proven method of value investing An ardent follower of Warren Buffett-the most...

Recent Comments