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- W614971291 abstract "The purpose of this thesis is to evaluate five different volatility forecasting models that are used to calculate financial market risk. The models are used on both daily exchange rates and high-frequency intraday data from four different series. The results show that time series models fitted to high-frequency intraday data together with a critical value taken from the empirical distribution displayed the best forecasts overall." @default.
- W614971291 created "2016-06-24" @default.
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- W614971291 date "2011-01-01" @default.
- W614971291 modified "2023-09-27" @default.
- W614971291 title "An empirical evaluation of risk management : Comparison study of volatility models" @default.
- W614971291 hasPublicationYear "2011" @default.
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