Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets
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Published By Springer US

9781441953759, 9781475751291

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The Stochastic Volatility in Mean Model: Empirical Evidence from International Stock Markets

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_3 ◽

2003 ◽

pp. 27-47

Author(s):

Eugenie M. J. H. Hol

Keyword(s):

Empirical Evidence ◽

Stochastic Volatility ◽

Stock Markets ◽

International Stock Markets

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Forecasting with Volatility Models

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_4 ◽

2003 ◽

pp. 49-61

Author(s):

Eugenie M. J. H. Hol

Keyword(s):

Volatility Models

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Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_6 ◽

2003 ◽

pp. 71-97 ◽

Author(s):

Eugenie M. J. H. Hol

Keyword(s):

Stochastic Volatility ◽

Implied Volatility ◽

Stock Index ◽

Stochastic Volatility Models ◽

Volatility Models ◽

Stock Index Returns

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Asset Return Volatility Models

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_2 ◽

2003 ◽

pp. 7-26

Author(s):

Eugenie M. J. H. Hol

Keyword(s):

Return Volatility ◽

Asset Return ◽

Volatility Models

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Introduction

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_1 ◽

2003 ◽

pp. 1-6

Author(s):

Eugenie M. J. H. Hol

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Stock Index Volatility Forecasting with High Frequency Data

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_7 ◽

2003 ◽

pp. 99-127

Author(s):

Eugenie M. J. H. Hol

Keyword(s):

High Frequency ◽

Stock Index ◽

High Frequency Data ◽

Frequency Data ◽

Volatility Forecasting

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Implied Volatility

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_5 ◽

2003 ◽

pp. 63-70

Author(s):

Eugenie M. J. H. Hol

Keyword(s):

Implied Volatility

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Conclusions

Dynamic Modeling and Econometrics in Economics and Finance - Empirical Studies on Volatility in International Stock Markets ◽

10.1007/978-1-4757-5129-1_8 ◽

2003 ◽

pp. 129-134

Author(s):

Eugenie M. J. H. Hol

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