標(biāo)題: Titlebook: Empirical Studies on Volatility in International Stock Markets; Eugenie M. J. H. Hol Book 2003 Springer Science+Business Media Dordrecht 2 [打印本頁(yè)] 作者: 正當(dāng)理由 時(shí)間: 2025-3-21 19:41
書目名稱Empirical Studies on Volatility in International Stock Markets影響因子(影響力)
書目名稱Empirical Studies on Volatility in International Stock Markets影響因子(影響力)學(xué)科排名
書目名稱Empirical Studies on Volatility in International Stock Markets網(wǎng)絡(luò)公開度
書目名稱Empirical Studies on Volatility in International Stock Markets網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Empirical Studies on Volatility in International Stock Markets被引頻次
書目名稱Empirical Studies on Volatility in International Stock Markets被引頻次學(xué)科排名
書目名稱Empirical Studies on Volatility in International Stock Markets年度引用
書目名稱Empirical Studies on Volatility in International Stock Markets年度引用學(xué)科排名
書目名稱Empirical Studies on Volatility in International Stock Markets讀者反饋
書目名稱Empirical Studies on Volatility in International Stock Markets讀者反饋學(xué)科排名
作者: Optometrist 時(shí)間: 2025-3-21 23:41
1566-0419 nsight 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.978-1-4419-5375-9978-1-4757-5129-1Series ISSN 1566-0419 Series E-ISSN 2363-8370 作者: dagger 時(shí)間: 2025-3-22 03:13 作者: 征服 時(shí)間: 2025-3-22 08:32 作者: 搏斗 時(shí)間: 2025-3-22 12:27 作者: 忙碌 時(shí)間: 2025-3-22 14:25 作者: 忙碌 時(shí)間: 2025-3-22 19:58
D. P. Jones,J. J?ckle,W. A. Phillipsinput parameter is many derivatives pricing models. The issue of accurate volatility forecasts is therefore firmly positioned at the centre of financial decision making. Unfortunately, it is notoriously difficult to predict volatility accurately and the problem is exacerbated by the fact that realis作者: Bone-Scan 時(shí)間: 2025-3-22 21:54 作者: dura-mater 時(shí)間: 2025-3-23 02:14
Asset Return Volatility Models,atility estimates. On the other hand, it also implies that extreme shocks to the return process that took place a relatively long time ago, and which contain little information about the current volatility level, will still have a major impact since all observations in the sample are weighted equall作者: obsolete 時(shí)間: 2025-3-23 06:12 作者: hair-bulb 時(shí)間: 2025-3-23 11:56
Forecasting with Volatility Models, models based on historical price information. The remaining sections of this chapter are then organised as follows. In the next section we show how the forecasts of the various volatility models evolve over time with emphasis on the Stochastic Volatility (SV) and Generalised Autoregressive Conditio作者: dragon 時(shí)間: 2025-3-23 15:44
Implied Volatility,erred implied volatility therefore not only depends on the efficiency with which the option market subsumes the available information, but also on the use of the correct option pricing model, .. the model used by the market to price volatility.作者: FIS 時(shí)間: 2025-3-23 21:51 作者: Lucubrate 時(shí)間: 2025-3-24 01:36
Stock Index Volatility Forecasting with High Frequency Data,luated against intraday volatility measures, are far more accurate than had been previously assumed. These findings were subsequently confirmed with regard to stock index data by Blair, Poon and Taylor (2001) who examined the predictive accuracy of out-of-sample volatility forecasts based on GARCH m作者: 舊病復(fù)發(fā) 時(shí)間: 2025-3-24 05:37
Empirical Studies on Volatility in International Stock Markets作者: 軍火 時(shí)間: 2025-3-24 06:43
https://doi.org/10.1007/978-1-4757-5129-1GARCH; Option Pricing; Portfolio; Volatility; decision making; development; hedging; modeling; value at risk作者: 高興去去 時(shí)間: 2025-3-24 11:47 作者: exclamation 時(shí)間: 2025-3-24 18:36
Characteristics of Phishing Websites,random walk hypothesis for changes in security prices. Then, in the fifties, Markowitz (1952) developed what has become known as the modern portfolio theory, which basically states that in order to obtain higher expected returns one has to accept a higher level of risk. The importance of the variabi作者: Kernel 時(shí)間: 2025-3-24 20:50 作者: Thyroiditis 時(shí)間: 2025-3-24 23:09 作者: 整體 時(shí)間: 2025-3-25 05:08 作者: AORTA 時(shí)間: 2025-3-25 09:34 作者: BOOR 時(shí)間: 2025-3-25 15:09
D. P. Jones,J. J?ckle,W. A. Phillipsof areas. All investors face the decision whether or not to hedge the risks associated with their investments. Portfolio diversification strategies can be applied to reduce the total risk of a portfolio but exposures can be even further reduced by means of hedging strategies. Investors will then bas作者: arthrodesis 時(shí)間: 2025-3-25 15:58
https://doi.org/10.1007/978-1-4613-4271-7singly considered for the purpose of approximating realised volatility. The notion that daily ex-post volatility is better approximated when based on cumulative squared intraday return data is supported by the theory that the measurement noise contained in daily squared returns prevents the observat作者: Assault 時(shí)間: 2025-3-25 21:19
Fundamental Properties of Phononic Crystal,s far most empirical studies on stock market volatility have focused on the Generalised Autoregressive Conditional Heteroskedasticity (GARCH) model and its extensions which have proved to be very successful. In this book we have investigated and analysed the variability of stock index returns in the作者: conduct 時(shí)間: 2025-3-26 01:43
978-1-4419-5375-9Springer Science+Business Media Dordrecht 2003作者: OFF 時(shí)間: 2025-3-26 06:48 作者: LEER 時(shí)間: 2025-3-26 09:38 作者: Jejune 時(shí)間: 2025-3-26 14:37 作者: Pastry 時(shí)間: 2025-3-26 19:21 作者: neurologist 時(shí)間: 2025-3-26 21:50 作者: 機(jī)警 時(shí)間: 2025-3-27 01:46
Implied Volatility,ormation is contained in implied volatility, which is often referred to as the market’s perception of future volatility over the remaining life of the option. Historical volatility, on the other hand, is a retrospective volatility measure and, provided that the historical data is available, can be c作者: Synovial-Fluid 時(shí)間: 2025-3-27 09:01 作者: Pander 時(shí)間: 2025-3-27 09:51 作者: 有惡臭 時(shí)間: 2025-3-27 14:49 作者: POLYP 時(shí)間: 2025-3-27 20:30 作者: 誘騙 時(shí)間: 2025-3-27 23:55 作者: 神圣將軍 時(shí)間: 2025-3-28 05:26
Book 2003 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 on作者: SOW 時(shí)間: 2025-3-28 09:58
Characteristics of Phishing Websites,f other areas such as the pricing of derivatives, hedging decisions and the calculation of Value-at-Risk measures. Perhaps its significance has been most concisely and persuasively summarised by Andersen and Bollerslev (1998) when they simply state作者: 異端邪說(shuō)下 時(shí)間: 2025-3-28 13:15 作者: Forehead-Lift 時(shí)間: 2025-3-28 17:40 作者: BRIBE 時(shí)間: 2025-3-28 20:42
Radial Forearm Flap: Flap Raising Including the Cephalic Vein,, the superficial system of the RFF is largely represented by the cephalic vein, which collects the blood from the dorsal venous arch and courses along the dorsolateral border of the radius toward the antecubital fossa, where it communicates with the median cubital vein, the basilic vein, and also w作者: Liability 時(shí)間: 2025-3-29 01:32