Forecasting SMI Volatility
Language: en
Pages: 40

Forecasting SMI Volatility

Authors: Andreas Bloechlinger
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Measures of volatility implied in option prices are widely believed to be the best available volatility forecasts. In this paper, we examine the information con
On the Predictability of the Stock Market Volatility
Language: en
Pages:

On the Predictability of the Stock Market Volatility

Authors: Kpate Adjaoute
Categories:
Type: BOOK - Published: 2001 - Publisher:

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This study compares the performance of the ISD, the GARCH (1,1), the historical volatility estimates and of two lagged trading volume measures for predicting th
Forecasting Volatility in the Financial Markets
Language: en
Pages: 428

Forecasting Volatility in the Financial Markets

Authors: John L. Knight
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher: Butterworth-Heinemann

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This text assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to
international journal of forecasting
Language: en
Pages:

international journal of forecasting

Authors:
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Stock Market Volatility
Language: en
Pages: 654

Stock Market Volatility

Authors: Greg N. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2009-04-08 - Publisher: CRC Press

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Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better