Titlebook: Empirical Studies on Volatility in International Stock Markets; Eugenie M. J. H. Hol Book 2003 Springer Science+Business Media Dordrecht 2

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Implied Volatility,ormation is contained in implied volatility, which is often referred to as the market’s perception of future volatility over the remaining life of the option. Historical volatility, on the other hand, is a retrospective volatility measure and, provided that the historical data is available, can be c

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Book 2003 international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not on

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Characteristics of Phishing Websites,f other areas such as the pricing of derivatives, hedging decisions and the calculation of Value-at-Risk measures. Perhaps its significance has been most concisely and persuasively summarised by Andersen and Bollerslev (1998) when they simply state

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