First Page | Document Content | |
---|---|---|
![]() Date: 2013-01-15 22:02:49Economics Technical analysis Financial economics Autoregressive conditional heteroskedasticity Time series analysis Options Stochastic volatility Volatility clustering Volatility Statistics Econometrics Mathematical finance | Add to Reading List |
![]() | Volatility Dynamics in Foreign Exchange Rates: Further Evidence from Malaysian Ringgit and Singapore DollarDocID: 18ZpV - View Document |
![]() | Modelling Financial Risks Fat Tails, Volatility Clustering and Copulae Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am MainDocID: 18SET - View Document |
![]() | Microsoft Word - EnvSimmod.docDocID: 18EXl - View Document |
![]() | Contrarians and Volatility ClusteringDocID: 17UjM - View Document |
![]() | Microsoft Word - simmod_paper11.doc 21.docDocID: 17M5p - View Document |