Volatility modelling is a key issue for the finance industry from an academic and practitioner perspective. This is … understandable given the importance that volatility plays in risk management and the development of accurate risk measures in a … such as minimum capital requirements. These risk measures are underpinned by the input of volatility estimates. An …

volatility of the hydrogenated DPB products and its effects on the hydrogen uptake kinetics were also analyzed. …

peaking is approached, liquid fuel prices and price volatility will increase dramatically, and, without timely mitigation, the … undertaken. Our aim in this study is to--• Summarize the difficulties of oil production forecasting;• Identify the fundamentals …

Alternate Models for Forecasting Hedge Fund ReturnsMichael HoldenFaculty Sponsor: Gordon Dash, Finance and Decision … SciencesInvestors have always wanted to improve the efficiency of modeling realized volatility to maximize directional trading returns … forecast methods in producing one-period ahead change-of-direction when forecasting the expected returns of various hedge fund …

factor model with that of the heavy tailed univariate stochastic volatility model. A unified analysis of the model, and its …. (2006). 'Analysis of high dimensional multivariate stochastic volatility models', Journal of Econometrics, 134(2), 341 …

.In the third essay, a structural change in the volatility of five Asian and U.S. stockmarkets is examined during the post … volatility for Thailand and U.S. Also,results show that the Generalized Autoregressive Conditional Heteroskedasticity …