Can we predict future volatility on the OMXS 30? : A quantative study on historical and implied volatility
When making investment decisions risk is a highly important aspect to account for. Many studies have investigated how to measure risk and forecast it for an investment decision. This study takes a closer look at what forecast method is best on the Swedish index OMX Stockholm 30. During the period fr...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Nationalekonomi
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-173071 |