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Empirical Studies on Volatility in International Stock Markets Judith Riley The issues addressed in this the 24th ER Conference
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Empirical Studies on Volatility in International Stock Markets Judith Riley The issues addressed in this the 24th ER Conference
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Empirical Studies on Volatility in International Stock Markets Judith Riley The issues addressed in this the 24th ER Conference The issues addressed in this book are grouped according to their leading theme Consequently the material comes from many sources In addition the forecasting performance of SV models is compared not only to that of the well established GARCH model but also to implied volatility and so called realised volatility models which are based on intraday volatility measures
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Empirical Studies on Volatility in International Stock Markets Judith Riley The issues addressed in this the 24th ER Conference
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