Blar i AURA på forfatter "Basnet, Bikash"
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The Predictive Power of Alternative Volatility Forecasting Models over Multiple Horizons
Basnet, Bikash (Master thesis, 2016)This thesis paper examines the forecast accuracy and explanatory power of volatility models over multiple forecast horizon for three asset classes. Forecast horizon ranging from 1 month up to 12 subsequent months are ...