Narrow search
Showing 1 - 4 of 4
Cover Image
Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility
Hol, Eugenie; Koopman, Siem Jan - Tinbergen Instituut - 2000
returns and intradaily squared returns for forecasting horizons rangingfrom 1 to 10 days. For the daily squared returns we …
Persistent link: https://www.econbiz.de/10011255461
Cover Image
Examining the Nelson-Siegel Class of Term Structure Models
Pooter, Michiel De - Tinbergen Institute - 2007
forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …
Persistent link: https://www.econbiz.de/10005137361
Cover Image
Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility
Hol, Eugenie; Koopman, Siem Jan - Tinbergen Institute - 2000
daily squared returns and intradaily squared returns for forecasting horizons ranging from 1 to 10 days. For the daily …
Persistent link: https://www.econbiz.de/10005281987
Cover Image
Examining the Nelson-Siegel Class of Term Structure Models
Pooter, Michiel De - Tinbergen Instituut - 2007
forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …
Persistent link: https://www.econbiz.de/10011256459