Browsing MT - Mathematics and Natural Science by Subject "forecasting volatility"
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Modified Exponentially Weighted Moving Average Model to Estimate Stock Volatility in Indonesia Stock Exchange (Case Study: LQ45 Index).
(2012)Accurate volatility modeling is an important issue in finance. A common approach to estimate the volatility of asset returns is to use an exponentially weighted moving average (EWMA) model, a special case of general ...