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.

Results

Showing 1 to 4 of 4 for “"Volatility forecast"”.

  1. Volatility Forecasting and Value-at-Risk: An Application to Cattle Feeding

    … error criteria, the overall conclusion of the volatility forecasting exercise mirrors that found in the literature: performance of any volatility forecast is both data and horizon specific. However, composite techniques, especially simple composites that combine both conditional time series and …

    uiuc Repository record for Volatility Forecasting and Value-at-Risk: An Application to Cattle Feeding (opens in a new tab)

  2. Volatility and Price Information Contained in Selected Agricultural Futures Options

    This dissertation assesses the volatility and price information contained in selected agricultural futures options with respect to three important dimensions: (1) forecasts of future levels of volatility, (2) forecasts of the direction and magnitude of changes in future volatility, and (3) …

    uiuc Repository record for Volatility and Price Information Contained in Selected Agricultural Futures Options (opens in a new tab)

  3. Volatility and return forecasting : time series and options-based methods

    This thesis attempts to model and forecast returns and realized volatility using two different methods: time series models that exploit the historical information set and options-based approach that provides a natural forecast of return variation from listed option prices. Both univariate and …

    lancaster Repository record for Volatility and return forecasting : time series and options-based methods (opens in a new tab)

  4. Pronóstico de volatilidad de la TRM mediante un modelo híbrido LSTM-GARCH

    En este trabajo se propone un modelo híbrido LSTM-GARCH para el pronóstico de la volatilidad de la tasa representativa del mercado (TRM). Este modelo es una red neuronal recurrente LSTM, en la cual se incluyen como variables explicativas los coeficientes de modelos de series de tiempo GARCH, EGARCH …

    rosario Repository record for Pronóstico de volatilidad de la TRM mediante un modelo híbrido LSTM-GARCH (opens in a new tab)