Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance)

Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance)

Editorial Reviews
Book Description
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to that of the well-established GARCH model but also to implied volatility and so-called realised volatility models which are based on intraday volatility measures.
The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.

Book Info
Text describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. For financial professionals.

Empirical Studies on Volatility in International Stock Markets (Dynamic Modeling and Econometrics in Economics and Finance),Eugenie M.J.H. Hol,Springer,1402075197,Business & Economics,Business / Economics / Finance,Business/Economics,Econometrics,Economics - General,Exports & Imports,Finance,Investments & Securities - Stocks,Mathematical models,Options (Finance),Prices,Securities,Stock price forecasting,Business & Economics / Econometrics,Investment & securities

English Books:

1. Energy Risk Modelling : Applied Modelling Methods for Risk Managers (Finance and Capital Markets)
2. Essentials of Organization Theory and Design
3. Ethics in Finance (Foundations of Business Ethics)
4. European Financial Systems in the Global Economy
5. Export-Import Financing (Frontiers in Finance Series)
6. Family Tax Strategies: How to choose Wisely Filing Status, Dependent Care, Education Incentives, & Acceptance of Gifts, Inheritances, & SERIES: Series 100: Individuals & Families
7. Fear, Greed & Panic: The Psychology of the Stock Market
8. Financial Accounting, 6e : A Focus on Interpretation and Analysis
9. Financial Analysis for Business: Practical Tools for Making Effective Financial Decisions
10. Financial Crises in Emerging Markets : An Essay on Financial Globalisation and Fragility (The Henry L. Stimson Lectures Series)

English Books

Recommended Books

1. Digital Family Album Basics: Tools for Making Digital Memories
2. The Beauty of the Cross : The Passion of Christ in Theology and the Arts from the Catacombs to the E
3. Classics to Moderns: Themes and Variations
4. Differential Games in Economics and Management Science
5. Corporate Financial Decisions and Market Value: Studies on Dividend Policy, Price Volatility, and Ow
6. Firms, Networks and Business Values : The British and American Cotton Industries since 1750
7. Controlling Life : Jacques Loeb & the Engineering Ideal in Biology
8. Frontiers in Queueing: Models and Applications in Science and Engineering
9. Fruit Fly
10. End Game
11. Dog in Action: A Study of Anatomy and Locomotion As Applying to All Breeds
12. Grow the Best Blueberries : Storey Country Wisdom Bulletin A-89
13. Flying the Alaska Wild: The Adventures and Misadventures of an Alaska Bush Pilot
14. Hegemon: China's Plan to Dominate Asia and the World
15. Experiments in Physiology