The performance of implied volatility and historical volatility in forecasting future realized volatility : an analysis from Malaysia, Singapore and Thailand structured call warrants /
Volatility is a most critical concept in both the theory and practice of finance. Two mainly known volatility estimator are historical volatility or past realized volatility and Implied volatility. Implied volatility is widely seen as the market's estimates of future volatility, and if marke...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
Kuala Lumpur :
Kulliyyah of Economics and Management Sciences, International Islamic University Malaysia,
2018
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://studentrepo.iium.edu.my/handle/123456789/3622 |
| الوسوم: |
إضافة وسم
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