ON ASYMMETRIC VOLATILITY AND STOCHASTIC VOLATILITY MODELS
Volatility and forecasting volatility have become important talk among nancial practitioners as well as academia. Incorrect calculation on volatility of asset returns may lead to false risk management and capital ineciency. From academia point of view, modeling volatility is statistically challen...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/33999 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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