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Proven Predicability
Thema
1
#13667
Empirical studies have shown there to be a high proportion of predictability using these models with regards to short term volatility.
Immediately related elements
How this works
-
Predicting Market Price and Volatility »
Predicting Market Price and Volatility
Predicting Market Price and VolatilityâMapping the arguments of the potential for accurate prediction and forecasting of market prices.âF1CEB7
▲
Theory »
Theory
TheoryâDemonstrating the theories from which market values are taken.âFFB597
■
Proven Predicability
Proven PredicabilityâEmpirical studies have shown there to be a high proportion of predictability using these models with regards to short term volatility.âFFB597
●
Christoffersen and Diebold, 1997 »
Christoffersen and Diebold, 1997
Christoffersen and Diebold, 1997âChristoffersen, P.F. and Diebold, F.X. 1997. How Relevant is Volatility Forecasting for Financial Risk Management? University of Pennsylvania.â9FDEF6
●
Raunig, 2006 »
Raunig, 2006
Raunig, 2006âRaunig, B. 2006. The longer-horizon predictability of German stock market volatility. International Journal of Forecasting, 22, 363-372. â9FDEF6
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Eingabe von:
(Del)Andrew Willis
NodeID:
#13667
Node type:
Issue
Eingabedatum (GMT):
3/9/2009 8:14:00 PM
Zuletzt geÀndert am (GMT):
3/10/2009 10:49:00 PM
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