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Risk Management and Financial Derivatives:An Overview

Risk Management and Financial Derivatives:An Overview
Digital文書・図像類
McAleer, Michael, Hammoudeh, ShawkatInstitute of Economic Research, Kyoto University2012-04KIER Discussion Paper816
Available onlineOther Libraries in Japan
  • Subject Heading...al derivatives Financial econometrics Options Futures Volatility Sp...

Modelling and Forecasting Noisy Realized Volatility

Modelling and Forecasting Noisy Realized Volatility
Digital文書・図像類
Asai, Manabu, McAleer, Michael, Medeiros, Marcelo C.Institute of Economic Research, Kyoto University2011-01KIER Discussion Paper758
Available onlineOther Libraries in Japan
  • Subject Headingrealized volatility diffusion financial econometrics measurement errors forecastin...

Modelling and Forecasting Noisy Realized Volatility

Modelling and Forecasting Noisy Realized Volatility
Paper文書・図像類
Asai, Manabu, McAleer, Michael, Medeiros, Marcelo C.日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-669
Other Libraries in Japan
  • Subject Headingrealized volatility diffusion financial econometrics measurement errors forecastin...

Forecasting Realized Volatility with Linear and Nonlinear Models

Forecasting Realized Volatility with Linear and Nonlinear Models
Paper文書・図像類
McAleer, Michael, Medeiros, Marcelo C.日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-686
Other Libraries in Japan
  • Subject HeadingFinancial econometrics volatility forecasting neural...

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