Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Forecasting volatility"”.
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Forecasting volatility in Canadian markets
… Ederington (1998) to Canadian data. Historical volatility is estimated then forecast to examine the comparative performance of various time series models in forecasting volatility. Statistically significant regressions were provided that showed that forecasts of volatility produced low forecast …
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Price jumps and volatility in U.S. agricultural futures markets
… experienced by these markets affect prices and volatility dynamics. In the third essay, I investigate whether more flexible research approaches should be employed to provide market participants and policy markets more accurate volatility forecasts within the context of the new more heterogeneous …
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A machine learning hybrid approach to forecasting equity returns volatility: A South African perspective.
… markets have been deeply interested in the forecasting of financial market return volatility. There are many methods for predicting the volatility of financial market returns, and various studies have indicated differing degrees of accuracy in this regard. Research on describing the …
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Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα
Η ακριβής πρόβλεψη της μελλοντικής μεταβλητότητας αποδεικνύεται ιδιαίτερα χρήσιμη για την τιμολόγηση παραγώγων προϊόντων και την αντιστάθμιση κινδύνων στη διαχείριση χαρτοφυλακίων. H τεκμαρτή μεταβλητότητα, όπως αυτή αντανακλάται στις τιμές των δικαιωμάτων προαίρεσης, αποτελεί την εκτίμηση της …