Empirical Studies on Volatility in International Stock Markets is popular PDF and ePub book, written by Eugenie M.J.H. Hol in 2013-03-09, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Empirical Studies on Volatility in International Stock Markets can be Read Online from any device for your convenience.
Empirical Studies on Volatility in International Stock Markets Book PDF Summary
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.
Detail Book of Empirical Studies on Volatility in International Stock Markets PDF
- Author : Eugenie M.J.H. Hol
- Release : 09 March 2013
- Publisher : Springer Science & Business Media
- ISBN : 9781475751291
- Genre : Business & Economics
- Total Page : 168 pages
- Language : English
- PDF File Size : 18,9 Mb
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