REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS

REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS

Bachelor's

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Bibliographic Details
Main Author: VALERIE TANG YI LING
Other Authors: NUS Business School
Format: Theses and Dissertations
Published: 2018
Subjects:
Realized volatility, Volatility forecasting, Implied volatility, Exchange rates, High-frequency data, Forecast evaluation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/147763
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Institution: National University of Singapore
Description
Summary:Bachelor's

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