Linear vs Non-Linear Volatility Models (Comparative Analysis of Eagle vs Nest Markets)
Year of publication: |
2017
|
---|---|
Authors: | Hamid, Kashif |
Other Persons: | Hasan, Arshad (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 16, 2017 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra, (2015)
-
A volatility-based single parameter Loss Given Default model
Yang, Hank, (2015)
-
Su, Jung-bin, (2015)
- More ...
-
Hamid, Kashif, (2016)
-
Volatility Forecasting and Effects of Asymmetric Patterns in Emerging Markets of Asia
Hamid, Kashif, (2017)
-
Hamid, Kashif, (2017)
- More ...