Essays about: "Realized Volatility"
Showing result 11 - 15 of 59 essays containing the words Realized Volatility.
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11. 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
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12. Volatility Forecasting Performance : An evaluation of GARCH-class models
University essay from Umeå universitet/NationalekonomiAbstract : Volatility is considered among the most vital concepts of the financial market and is frequently used as a rough measure of the total risk of financial assets. Volatility is however not directly observable in practice; it must be estimated. The procedure in estimating and modeling volatility can be performed in numerous ways. READ MORE
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13. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges
University essay from Göteborgs universitet/Graduate SchoolAbstract : Different characteristics of cryptocurrencies have been investigated by a number of studies. In this study, I focus on conditional volatility of Bitcoin in three exchanges which are Coinbase, Bitfinex and Bitstamp. READ MORE
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14. Implied Volatility and Historical Volatility : An Empirical Evidence About The Content of Information And Forecasting Power
University essay from Umeå universitet/FöretagsekonomiAbstract : This study examines whether the implied volatility index can provide further information in forecasting volatility than historical volatility using GARCHfamily models. For this purpose, this researchhas been conducted to forecast volatility in two main markets the United States of America through its wildly used Standard and Poor’s 500 index and its correspondingvolatility index VIX and in Europe through its Euro Stoxx 50 and its correspondingvolatility index VSTOXX. READ MORE
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15. Modeling the Relation Between Implied and Realized Volatility
University essay from KTH/Matematisk statistikAbstract : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. READ MORE