Copied Empirical Studies on Volatility in International Stock Markets
Empirical Studies on Volatility in International Stock Markets
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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$84.99 | $84.99 |
|
$84.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
The Japanese Economic Crisis
$29.99
Kristeva in America
$59.99
ANM: Approximation, Applications, and Analysis of Nonlocal, Nonlinear Models
$139.99
Therapieresistenz unter Antidepressiva-Behandlung
$69.99
Dynamic Structure of Detonation in Gaseous and Dispersed Media
$169.00
Fehler und Fehlerschutz in elektrischen Drehstromanlagen
$44.99
Global Labour in Distress, Volume II
$179.99
Hume on the Self and Personal Identity
$139.99
Grab and Go Pack Theme 2: Social-Emotional Development Grade 4
$29.95
Kind und Fernsehen
$59.99
The Science behind the COVID Pandemic and Healthcare Technology Solutions
$199.99
Hilbertsche Rume mit Kernfunktion
$59.99
Isotopes and Climates
$219.99
Revisiting The Great White North?
$49.99
The 68000 Microprocessor
$139.99
Shrinking Japan and Regional Variations: Along the Sannyodo
$49.99
Sobolev Spaces in Mathematics III
$129.00
Remote Control Robotics
$109.99
5-HT4 Receptors in the Brain and Periphery
$129.00
Complications of Temporomandibular Joint Surgery
$159.00
The Operations of Chinese Infrastructure Multinationals in Africa
$129.99
Science Library: The Life of a Butterfly
$3.71
Characterization of Solid Surfaces
$84.99
Psychiatry
$199.99
Foundations of Intelligent Systems
$109.99
From Knowledge Intensive CAD to Knowledge Intensive Engineering
$129.00
Die Grundzge der Werkzeugmaschinen und der Metallbearbeitung
$84.99
Dog Man: Twenty Thousand Fleas Under the Sea (Hardcover)
$18.74
Das Glck der Familie
$39.99
Die Schneidsthle
$79.99
Chemical Vapor Deposition Growth and Characterization of Two-Dimensional Hexagonal Boron Nitride
$119.99
Quality Control, Robust Design, and the Taguchi Method
$109.99
Disaster and Development in the Horn of Africa
$109.99
Meaning and Aging
$129.99
Tief ist der Brunnen der Vergangenheit
$34.99
Making Strategies in Spatial Planning
$129.00
Production Systems Engineering
$129.00
Grade 2 Below-Level Pack ( Levels C-F)
$130.00
Writing Displacement
$24.99
Chef oder Chefin?
$74.99
