100+ Unconditional variance PowerPoint (PPT) Presentations, Unconditional variance PPTs

Unconditional variance - PowerPoint PPT Presentation

Ka-fu Wong University of Hong Kong

Ka-fu Wong University of Hong Kong. Volatility Measurement, Modeling, and Forecasting. Importance of volatility. Good volatility forecasts are crucial for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. Two assets:

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778 views • 55 slides

Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes

Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes. Robert Engle and Jose Gonzalo Rangel NYU and UCSD. HISTORY OF THE US EQUITY MARKET VOLATILITY: S&P500. PLOT PRICES AND RETURNS HOW MUCH DO RETURNS FLUCTUATE?. MEAN REVERSION QUOTES.

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536 views • 42 slides

Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes

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601 views • 42 slides

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Unconditional variance - PowerPoint PPT Presentation

Ka-fu Wong University of Hong Kong

Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes

Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes