Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Empirical Studies on Volatility in International Stock Markets

Empirical Studies on Volatility in International Stock Markets

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781402075193
Condition
New
Product Description

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.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$84.99
@ Link.springer.com     BUY Now

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
@ Link.springer.com
Contact Store Call Store Contact Support
$84.99 $84.99

$84.99
See Site In stock Visit Store

Similar Products

Conflicts Between Generalization, Rigor, and Intuition

$169.99

Soziale Arbeit in der Krise?

$69.99

Limagination selon Husserl

$109.99

GO 2025 Kommentar, IGeL-Abrechnung

$89.99

Semi-Infinite Programming and Applications

$54.99

Innovators' Marketplace

$84.99

Why Gut Microbes Matter

$79.99

Digital Watermarking

$54.99

Clinical and Molecular Aspects of Neurotropic Virus Infection

$219.99

Advances on Testing and Experimentation in Civil Engineering

$199.99

Staatennachfolge in vlkerrechtliche Vertrge

$159.99

Fortschritte der Chemie organischer Naturstoffe / Progress in the Chemistry of Organic Natural Produ

$54.99

Defektberbrckung an den langen Rhrenknochen

$69.99

Organisationen als Transformationsbeschleuniger

$17.99

Comparative Constitutions

$54.99

Post-COVID Economic Revival, Volume I

$179.99

The Culture Industry and Participatory Audiences

$99.99

Cooperative Dynamics in Complex Physical Systems

$54.99

Sinclair ZX Spectrum

$59.99

Hyperbolic Cross Approximation

$49.99

Playful Teaching, Learning Games:New Tool for Digital Classrooms

$49.99

The Dialectics of Liberation in Dark Times

$109.00

Theory of Legal Principles

$179.99

Wassermhlen der Schweiz

$49.99

Illustrated Abdominal Surgery

$219.99

Vertriebsrecht im Internet

$79.99

Biological Interactions on Materials Surfaces

$169.99

Die Sonographie in der Orthopdie

$59.99

Skin, Culture and Psychoanalysis

$109.99

Die Kompetenzen des Vermittlungsausschusses im parlamentarischen Gesetzgebungsverfahren

$69.99

Auswirkungen der Digitalisierung auf unternehmerische Geschftsmodelle

$79.99

Urbanisierung und Energieversorgung der Megastdte in China

$49.99

Reverse Engineering

$109.99

Handbook of Quantifiers in Natural Language

$309.00

World Political Challenges

$54.99

Die Informationsfunktion des Produktes

$59.99

Prozesse in Industriebetrieben mittels Low-Code-Software digitalisieren

$34.99

Psychisch gestrte ltere Menschen und ihre sozialen Netzwerke

$59.99

The 2011 Japan Earthquake and Tsunami: Reconstruction and Restoration

$199.99

My Books Summer Spanish Grade 2 Fiction/Nonfiction 10-Book Bundle

$49.95