Prediction of intensity jumps in the behavior of stock prices

Ways to improve stock volatility prediction with prediction of size and density of price jumps for some stocks. Finding of several models those predicted jumps better than historical mean. The best parameter for jump quantity prediction is term spread.

Рубрика Банковское, биржевое дело и страхование
Предмет Exchange business
Вид дипломная работа
Язык английский
Прислал(а) alesandra.ilchenko
Дата добавления 30.08.2016
Размер файла 1009,4 K

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