Aspects of modelling and forecasting volatility

Aspects of modelling and forecasting volatility

Bibliographic Details
Main Author:	Ding, Jie
Published:	Imperial College London 2005
Subjects:	330.015195
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.421686

Similar Items

Topics in volatility models
by: Yi, Cong
Published: (2010)

A study of stock volatility in the context of factor volatility models for large datasets : factor analysis and forecasting
by: Lui, Sze Wai Silvia
Published: (2007)

Volatility and distribution modelling : implications for portfolio and risk management
by: Kuang, Wei
Published: (2011)

Testing and modeling distributions of returns and volatility of financial assets
by: Zikes, Filip
Published: (2011)

Macroeconomic modelling and forecasting in the face of non-stationarity
by: Reade, J. J.ames
Published: (2007)

GARCH modelling and forecasting in the context of structural breaks or periodicities
by: Yen, Meng-Feng
Published: (2005)

Multivariate financial econometrics : with applications to volatility modelling, option pricing and asset allocation
by: Williams, Julian
Published: (2007)

From behavioural finance to market volatility
by: Jones, Daniel
Published: (2006)

Essays on applications of Markov regime switching and time-varying volatility models in finance and macroeconomics
by: Spungin, Giles Edmund
Published: (2007)

Modelling and Forecasting in a changing World : Applications to emerging market economies
by: Canto, Sonja Keller
Published: (2009)

On the detection of structural changes in volatility dynamics with applications
by: Karoglou, Michail
Published: (2006)

The usefulness of econometric models with stochastic volatility and long memory : applications for macroeconomic and financial time series
by: Zeng, Ning
Published: (2009)

Theoretical and empirical aspects of vintage capital models
by: Hausman, J. A.
Published: (1973)

Applied financial econometric analysis : the dynamics of swap spreads and the estimation of volatility
by: Vives, David Mendez
Published: (2003)

Aspects of modelling low and high frequency financial and economic time series
by: Theodosiou, Marina
Published: (2011)

Construction demand modelling : a systematic approach to using economic indicators and a comparative study of alternative forecasting approaches
by: Goh, Bee Hua
Published: (1996)

Essays on emerging market macroeconomics: Inequality and resource booms, dealing with debt overhang, and external volatility and country risk
by: Malone, Samuel W.
Published: (2007)

Aspects of the structural dynamics of capitalist economies
by: VeÌ„luppilÌ£lÌ£ai, Ka
Published: (1979)

Environmental Aspects of a Steady State Economy
by: Lipnowski, I. F.
Published: (1976)

Some aspects of the impact of gestation-lags on investment planning
by: Bhaduri, A.
Published: (1967)

Outsourcing warranty repairs : models for the allocation of failed items to multiple vendors
by: Ding, L.
Published: (2007)

Design and analysis of randomised controlled trials : economic aspects of cluster randomisation
by: Flynn, Terry Nicholas
Published: (2002)

Aspects of foreign direct investment and economic development : an analytical and empirical study
by: Zhu, Yi
Published: (1995)

Foreign Resources and Economic Development A Consideration of some Theoretical and Empirical Aspects
by: Bortis, H.
Published: (1975)

Some economic aspects of the law relating to, or affecting the measurement of, the capital and income of business enterprises
by: Johnston, T. R.
Published: (1954)

Aspects of U.K. Macroeconomic Policy During the Interwar Period: A Study in Econometric History
by: Thomas, T. J.
Published: (1975)

Essays in time series analysis : modelling stochastic volatility and forecast evaluation
by: Malik, Sheheryar
Published: (2009)

Model discrimination in Bayesian credibility modelling
by: Brown, G. O.
Published: (2005)

Prediction errors in time series models and dynamic econometric models
by: Baillie, R. T.
Published: (1978)

An econometric model of Wales
by: Wanhill, S. R. C.
Published: (1990)

Dynamic models in economics
by: Phillips, A. W. H.
Published: (1953)

An econometric model of the Sudan
by: Mohamed-Ahmed, A. E.
Published: (1979)

Dynamic models of semi-variance
by: Bond, S. A.
Published: (2001)

Short-term adjustment models
by: Burley, H. T. A.
Published: (1968)

Macroeconomic Modelling of the Labour Market
by: AlShehabi, Omar
Published: (2009)

Extending Libor Market Models
by: Dimtcheva, Ludmila
Published: (2010)

Market-consistent Inflation Modelling
by: Varaden, Tirumugum
Published: (2007)

Descriptive Models for Developing Countries
by: McIntosh, J. P.
Published: (1976)

Nonlinear Models of Economic Fluctuations
by: Medio, A.
Published: (1975)

Dynamical models in disequilibrium theory
by: Blad, M. C.
Published: (1979)

Cannot write session to /tmp/vufind_sessions/sess_p7bboejifb9an2pdhdlkgmnq2e