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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