The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility … understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a … methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH …

my first essay, I tackle the evaluation of volatility models which allow for (latent) structural breaks. It is of utmost … importance to capture these breaks in a timely manner, as a precise measure of volatility is crucial for optimal decision … management. However, no empirical study has been done to evaluate the overall performance of volatility model considering …