Essays about: "RV"
Showing result 1 - 5 of 24 essays containing the word RV.
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1. Volatility Forecasting - A comparative study of different forecasting models.
University essay fromAbstract : This study evaluates the out-of-sample forecasting performance of different volatility mod- els. When applied to XACT OMXS30, we use GARCH(1,1), EGARCH(1,1), and t- GAS(1,1) to forecast squared daily returns while Realized GARCH(1,1) and HAR-RV are used to forecast Realized Variance. READ MORE
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2. Volatility Forecasting with Artificial Neural Networks: Can we trust them?
University essay from Stockholms universitet/FinansieringAbstract : This thesis investigates how two types of artificial neural network models (ANN), feedforwardneural networks (FNN) and long short-term memory (LSTM), used for realized volatility (RV) forecasting, perform during high and low volatility regimes in comparison to the heterogeneousautoregressive (HAR) model. This is done for 23 stocks, constituents of the Swedish index OMXS30, between the 8th of February 2010 and the 31st of January 2022 using ten exogenous and three endogenous input variables. READ MORE
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3. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE
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4. Measuring possible indicators of successful academic writing among EFL teaching undergraduate students
University essay from Malmö universitet/Institutionen för kultur, språk och medier (KSM)Abstract : The purpose of this paper is to investigate several potential indicators of successful academic writing and their connection to assignment grades as a possible path toward better teaching of academic writing at the upper secondary level in Sweden. These indicators are referencing (REF), academic vocabulary (AV), and reporting verbs (RV). READ MORE
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5. The Intertwining of Sectoral Stock Market Volatility and Macroeconomic Fundamentals - A study of Sweden's sectoral indices
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The stock market has come to play a larger role in many people's lives as years pass and its accessibility has come to be exponentially easier for many. Investment in publicly listed companies has become a foundation of saving and a way of managing wealth for the general public. READ MORE