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

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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

id	sg-nus-scholar.10635-147763
record_format	dspace
spelling	sg-nus-scholar.10635-1477632019-04-12T14:37:50Z REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS VALERIE TANG YI LING NUS Business School ROBERT LAWRENCE KIMMEL DENIS TKACHENKO Realized volatility, Volatility forecasting, Implied volatility, Exchange rates, High-frequency data, Forecast evaluation Bachelor's BACHELOR OF BUSINESS ADMINISTRATION (ACCOUNTANCY) WITH HONOURS 2018-09-26T08:57:02Z 2018-09-26T08:57:02Z 2014 Thesis VALERIE TANG YI LING (2014). REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/147763
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Realized volatility, Volatility forecasting, Implied volatility, Exchange rates, High-frequency data, Forecast evaluation
spellingShingle	Realized volatility, Volatility forecasting, Implied volatility, Exchange rates, High-frequency data, Forecast evaluation VALERIE TANG YI LING REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS
description	Bachelor's
author2	NUS Business School
author_facet	NUS Business School VALERIE TANG YI LING
format	Theses and Dissertations
author	VALERIE TANG YI LING
author_sort	VALERIE TANG YI LING
title	REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS
title_short	REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS
title_full	REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS
title_fullStr	REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS
title_full_unstemmed	REALIZING THE FUTURE: VOLATILITY FORECASTING WITH REALIZED MEASURES, IMPLIED VOLATILITY AND COMPOSITE MODELS
title_sort	realizing the future: volatility forecasting with realized measures, implied volatility and composite models
publishDate	2018
url	http://scholarbank.nus.edu.sg/handle/10635/147763
_version_	1681098778338131968

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

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