Improving GARCH based volatility forecasting using six predictor models
Over the past decades, the worldwide financial markets have been continually evolving. Along with this is a rapidly growing need for an accurate and efficient volatility forecasting method. In this study, the proponents sought to determine if the incorporation of the available volatility estimators...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2016
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/9036 |
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| Institution: | De La Salle University |
| Language: | English |