Essays about: "Bujar Bunjaku"
Found 1 essay containing the words Bujar Bunjaku.
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1. Forecasting Volatility - A Comparison Study of Model Based Forecasts and Implied Volatility
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Purpose: The purpose is to investigate which of the selected models that forecasts the out-of-sample data most accurate and whether the model based estimators make better forecasts than the implied volatility. Methodology: Trough in-sample data from a Swedish stock index return series and a exchange rate return series, different forecasting models are evaluated to see which one that predicts the out-of-sample realized volatility most accurate. READ MORE
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