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Language: en
Pages: 20
Pages: 20
Type: BOOK - Published: 2018 - Publisher:
ARFIMA models, as advocated by Jiang and Tian for use in long-term volatility forecasting, are found in a follow-up empirical study to be dominated by a certain
Language: en
Pages: 364
Pages: 364
Type: BOOK - Published: 2010 - Publisher:
This thesis conducts three exercises on volatility modeling of financial assets. We are essentially interested in the estimation and forecasting of daily volati
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2015 - Publisher:
Many empirical findings show that volatility in financial time series exhibits high persistence. Some researchers argue that such persistency is due to volatili
Language: en
Pages: 864
Pages: 864
Type: BOOK - Published: 2005-07-08 - Publisher: John Wiley & Sons
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. W
Language: en
Pages: 667
Pages: 667
Type: BOOK - Published: 2013-08-23 - Publisher: Elsevier
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability