Three Essays on Volatility Forecasting and Forecast Evaluation

Three Essays on Volatility Forecasting and Forecast Evaluation
Author: Onno Kleen
Publisher:
Total Pages:
Release: 2020
Genre:
ISBN:

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Three Essays on Volatility Forecasting and Forecast Evaluation
Language: en
Pages:
Authors: Onno Kleen
Categories:
Type: BOOK - Published: 2020 - Publisher:

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Three Essays on Volatility Forecasting
Language: en
Pages: 218
Authors: Xin Cheng
Categories: Options (Finance)
Type: BOOK - Published: 2010 - Publisher:

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A Practical Guide to Forecasting Financial Market Volatility
Language: en
Pages: 236
Authors: Ser-Huang Poon
Categories: Business & Economics
Type: BOOK - Published: 2005-08-19 - Publisher: John Wiley & Sons

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Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and f
Volatility and Correlation
Language: en
Pages: 864
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2005-07-08 - Publisher: John Wiley & Sons

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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
Volatility Forecasting
Language: en
Pages: 130
Authors: Torben Gustav Andersen
Categories: Economic forecasting
Type: BOOK - Published: 2005 - Publisher:

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Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter