Measuring and forecasting volatility of financial assets
Market analysis and assess regulation policies. Pre-crisis and post-crisis windows definition. Forecast comparison for standalone models. Rolling regression with dynamic forecast for models. Realized Volatility, Bipower Variation. Combination of models.
| Рубрика | Экономика и экономическая теория |
| Вид | дипломная работа |
| Язык | английский |
| Дата добавления | 28.08.2016 |
| Размер файла | 862,9 K |
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