Essays about: "möse"
Found 1 essay containing the word möse.
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1. Forecasting Volatility - An Empirical Investigation of Implied Volatility and Its Information Content
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of this thesis is to evaluate volatility forecasts by testing the predictive power of implied volatility vis-à-vis model based forecasts. Furthermore we test if implied volatility contains any additional information beyond that captured by the model based forecasts. A number of time series models are fitted to historical data. READ MORE
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