Financial market
Volatility of the underlying asset in statistical sense. Test whether it predicts efficiently. IV forecast in combination with autoregressive conditional heteroscedasticity models. Compare the results among different methods and choose the best one.
| Рубрика | Экономика и экономическая теория |
| Вид | дипломная работа |
| Язык | английский |
| Дата добавления | 23.09.2018 |
| Размер файла | 237,0 K |
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