Forecasting (LOG) volatility models
Year of publication: |
1998
|
---|---|
Authors: | Christodoulakis, George A. ; Satchell, Stephen |
Institutions: | University of Exeter / Department of Economics (contributor) |
Publisher: |
Exeter : Univ. of Exeter, School of Business and Economics, Dep. of Economics |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
-
The empirical performance of option based densities of foreign exchange
Craig, Ben R., (2002)
-
The empirical performance of option based densities of foreign exchange
Craig, Ben R., (2002)
-
The empirical performance of option-based densities of foreign exchange
Craig, Ben R., (2003)
- More ...
-
The Analytics of Risk Model Validation.
Christodoulakis, George A., (2007)
-
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A., (2004)
-
Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility
Christodoulakis, George A., (2022)
- More ...