Essays about: "Visar Hoti"

Found 2 essays containing the words Visar Hoti.

1. 1. Forecasting Exchange Rate Volatility. Applying HAR models and Implied Volatility in SEK denominated markets

   University essay from Göteborgs universitet/Graduate School

   Author : Anton Agermark; Visar Hoti; [2016-10-04]
   Keywords : forecasting; implied volatility; realized volatility; jump process; bipower variation; tripower variation; high-frequency data; FX;

   Abstract : In this paper we study a set of models' forecasting accuracy of realized volatility in two SEK denominated exchange rates, EUR/SEK and USD/SEK, with the purpose to analyze if ex-post or ex-ante forecasting models produce the most accurate forecasts. High-frequency exchange rate data is employed in order to construct the ex-post Heterogeneous Autoregressive Model of Realized Volatility, HAR-RV, as well as a modi ed model using the bipower and tripower variation to separate the continuous sample path (C) and the jump component (J) of realized volatility, HAR-CJ. READ MORE

3. 2. Exchange-Traded Funds Emerging vs. Developed Markets

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Visar Hoti; Mikael Jonasson; [2014-05-15]
   Keywords : ;

   Abstract : We compare tracking abilities between exchange traded funds focused on emerging and developed markets. Because the ETF is a relatively new financial instrument (first inception 1993), there is limited literature on the tracking abilities for ETFs focused on emerging and developed markets. READ MORE