<departmental bulletin paper>
Volatility Modelling in Finance : A Survey
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Table of Contents | 1 Introduction 2 Univariate Volatility Models 3 Nonlinear GARCH Volatility Models 4 Stochastic Volatility (SV) Models 5 Multivariate GARCH Volatility Models 6 Realised Volatility (RV) Modelling 7 Volatility Models Forecasting 8 Applications of Volatility Models to Financial Returns 9 Volatility Impulse Response Functions (VIRF) Modelling 10 Conclusion |
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p027 | 0.99 MB | 499 |
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Created Date | 2015.08.06 |
Modified Date | 2020.10.14 |