"RiskMetricsTM" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt
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On the Predictability of Stock Market Volatility: Implied vs. Historical Volatility
(2002)
Pro gradu - tutkielmaThe purpose of this study is to examine the performance of various volatility forecasting models in the Finnish stock market. Moreover, this study aims to answer the question, whether the option implied volatility forecasts ...