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Proven Predicability
Issue
1
#13667
Empirical studies have shown there to be a high proportion of predictability using these models with regards to short term volatility.
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Predicting Market Price and Volatility »
Predicting Market Price and Volatility
Predicting Market Price and Volatility☜Mapping the arguments of the potential for accurate prediction and forecasting of market prices.☜F1CEB7
▲
Theory »
Theory
Theory☜Demonstrating the theories from which market values are taken.☜FFB597
■
Proven Predicability
Proven Predicability☜Empirical studies have shown there to be a high proportion of predictability using these models with regards to short term volatility.☜FFB597
●
Christoffersen and Diebold, 1997 »
Christoffersen and Diebold, 1997
Christoffersen and Diebold, 1997☜Christoffersen, P.F. and Diebold, F.X. 1997. How Relevant is Volatility Forecasting for Financial Risk Management? University of Pennsylvania.☜9FDEF6
●
Raunig, 2006 »
Raunig, 2006
Raunig, 2006☜Raunig, B. 2006. The longer-horizon predictability of German stock market volatility. International Journal of Forecasting, 22, 363-372. ☜9FDEF6
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Entered by:-
(Del)Andrew Willis
NodeID:
#13667
Node type:
Issue
Entry date (GMT):
3/9/2009 8:14:00 PM
Last edit date (GMT):
3/10/2009 10:49:00 PM
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