Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index
Volatility forecasting in an important area of research in financial markets and immense effort expended in improving volatility models, since better forecasts will ultimately lead to more accurate options pricing and better risk management. This thesis attempts at modeling and forecasting the volat...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2013
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| Online Access: | https://eprints.nottingham.ac.uk/26770/ |