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Verlag: LAP Lambert Academic Publishing, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Buch Print-on-Demand
Zustand: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Verlag: LAP Lambert Academic Publishing 2012-08, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: Chiron Media, Wallingford, Vereinigtes Königreich
Buch
PF. Zustand: New.
Verlag: LAP LAMBERT Academic Publishing, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: PBShop.store US, Wood Dale, IL, USA
Buch Print-on-Demand
PAP. Zustand: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Verlag: LAP LAMBERT Academic Publishing Aug 2012, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch Print-on-Demand
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book compares the efficacy of Black Scholes implied volatility with model-free implied volatility in providing volatility forecasts in the framework of Canadian S&P/TSX 60 stock index option. In-sample volatility forecasts show that both MVX and VIXC significantly improve the fit of a GJR GARCH(1,1) model. However, VIXC dominates MVX for predicting future volatility. Out-of-sample volatility forecasts also indicate that VIXC outperforms MVX for the 1-, 5-, 10-, and 22-day forecasting horizons. we also investigate the predictive power between VIXC and alternative volatility forecasts derived from historical index prices.We find that for time horizons lesser than 10-trading days, VIXC provides more accurate forecasts. However, for longer time horizons, the historical volatilities, particularly the random walk, provide better forecasts. 88 pp. Englisch.
Verlag: LAP LAMBERT Academic Publishing, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch Print-on-Demand
Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book compares the efficacy of Black Scholes implied volatility with model-free implied volatility in providing volatility forecasts in the framework of Canadian S&P/TSX 60 stock index option. In-sample volatility forecasts show that both MVX and VIXC significantly improve the fit of a GJR GARCH(1,1) model. However, VIXC dominates MVX for predicting future volatility. Out-of-sample volatility forecasts also indicate that VIXC outperforms MVX for the 1-, 5-, 10-, and 22-day forecasting horizons. we also investigate the predictive power between VIXC and alternative volatility forecasts derived from historical index prices.We find that for time horizons lesser than 10-trading days, VIXC provides more accurate forecasts. However, for longer time horizons, the historical volatilities, particularly the random walk, provide better forecasts.
Verlag: LAP LAMBERT Academic Publishing, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
Buch Print-on-Demand
PAP. Zustand: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Verlag: ibidem, 2020
ISBN 10: 3838210786ISBN 13: 9783838210780
Anbieter: moluna, Greven, Deutschland
Buch Print-on-Demand
Kartoniert / Broschiert. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung für Sie gedruckt. Mit der Reihe Chinesische Perspektiven sollen grundlegende Werke chinesischen Denkens einem groesseren deutschen Publikum zugaenglich gemacht werden.Mit dem vor.
Verlag: LAP LAMBERT Academic Publishing, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: moluna, Greven, Deutschland
Buch Print-on-Demand
Kartoniert / Broschiert. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Wang ChunrongChunrong Wang is a Ph.D. in Business Administration, Finance option at the John Molson School of Business, Concordia. He obtained his Master of Science and Master of Accountancy degree at Brock University in 2011.Thi.
Verlag: LAP LAMBERT Academic Publishing, 2012
ISBN 10: 365917095XISBN 13: 9783659170959
Anbieter: dsmbooks, Liverpool, Vereinigtes Königreich
Buch
paperback. Zustand: New. New. book.