{"product_id":"9781402075193","title":"Dynamic Modeling and Econometrics in Economics and Finance","description":"\u003ch1\u003eDynamic Modeling and Econometrics in Economics and Finance\u003c\/h1\u003e \u003ch2\u003eHol, Eugenie M.J.H.\u003c\/h2\u003e \u003cp\u003e\u003cstrong\u003eEmpirical Studies on Volatility in International Stock Markets\u003c\/strong\u003e describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. 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. \u003cbr\u003eThe intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2003-07-31\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9781402075193\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4757-5129-1\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 161\u003c\/p\u003e ","brand":"Springer US","offers":[{"title":"Default Title","offer_id":46265554337932,"sku":"9781402075193","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781402075193.jpg?v=1770783327","url":"https:\/\/lateknightbooks.com\/products\/9781402075193","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}