Empirical Studies On Volatility In International Stock Markets Book

Name: Empirical Studies On Volatility In International Stock Markets, E
Brand: Springer
SKU: 9781402075193
Price: 177.20 USD
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Empirical Studies On Volatility In International Stock Markets, Empirical Studies on Volatility in International Sk Markets describes the existing techniques for the measurement and estimation of volatility in international sk markets with emphasis on the SV model and its empirical application. Eugenie Hol develops va, Empirical Studies On Volatility In International Stock Markets

3.5 out of 5 stars based on 2 reviews

Empirical Studies On Volatility In International Stock Markets
Written by author Eugenie M. J. H. Hol
Published by Springer Netherlands, July 2003
Empirical Studies on Volatility in International Sk Markets describes the existing techniques for the measurement and estimation of volatility in international sk markets with emphasis on the SV model and its empirical application. Eugenie Hol develops va
A credit risk manager based in Amsterdam, Hol describes and analyzes the stochastic volatility model as applied to international stock markets. The empirical application of the model has been limited, he says, because of problems that arise as a result of

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List of Figures
List of Tables
1 Introduction 1
2 Asset Return Volatility Models 7
3 The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets 27
4 Forecasting with Volatility Models 49
5 Implied Volatility 63
6 Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility 71
7 Stock Index Volatility Forecasting with High Frequency Data 99
8 Conclusions 129
App. A Estimation of the SVM Model 135
App. B Estimation of the SVX Models 145
App. C Data and Programs 149
Bibliography 151
Index 159

Title: Empirical Studies On Volatility In International Stock Markets

Manufacturer:

Springer

Item Number: 9781402075193

Publication Date: July 2003

Number: 1

Product Description: Empirical Studies On Volatility In International Stock Markets

Universal Product Code (UPC): 9781402075193

WonderClub Stock Keeping Unit (WSKU): 9781402075193

Rating: 3.5/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/51/93/9781402075193.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 0.500 cm (0.20 inches)

Heigh : 9.210 cm (3.63 inches)

Depth: 6.140 cm (2.42 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

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Jerome Ekuban

reviewed Empirical Studies On Volatility In International Stock Markets on June 07, 2019

Empirical Studies On Volatility In International Stock Markets

You know its a rehash of capra's turning point. not impressed.

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Empirical Studies On Volatility In International Stock Markets, Empirical Studies on Volatility in International Sk Markets describes the existing techniques for the measurement and estimation of volatility in international sk markets with emphasis on the SV model and its empirical application. Eugenie Hol develops va, Empirical Studies On Volatility In International Stock Markets

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Empirical Studies On Volatility In International Stock Markets Book

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	List of Figures
	List of Tables
1	Introduction	1
2	Asset Return Volatility Models	7
3	The Stochastic Volatility in Mean Model: Empirical evidence from international stock markets	27
4	Forecasting with Volatility Models	49
5	Implied Volatility	63
6	Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility	71
7	Stock Index Volatility Forecasting with High Frequency Data	99
8	Conclusions	129
App. A	Estimation of the SVM Model	135
App. B	Estimation of the SVX Models	145
App. C	Data and Programs	149
	Bibliography	151
	Index	159