Titlebook: Empirical Studies on Volatility in International Stock Markets; Eugenie M. J. H. Hol Book 2003 Springer Science+Business Media Dordrecht 2

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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

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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

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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

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