Browse our collection of papers in
Forecasting
S/F/178. Dissertation. Application of FX volatility models in forecasting and risk management
- WORDS:
- 12300
- DATE:
- 2008
- PRICE:
- 129.99 GBP
The dissertation investigates whether the volatility models used for the forecasting of two foreign exchange (FX) rates (Euro/USD and USD/JPY) can be applied to risk management. The literature review covers the studies of 16 different models used for FX volatility forecasts including GARCH, SV, VaR, NNR, etc. The models are applied to the analysis of the FX data for the periods of 1998 to 2002 and 2002 to 2003. Conclusions are made about the combination approaches with relation to risk management and forecasting accuracy.
KEYWORDS: Dissertation, exchange rate, FX, volatility models, forecasting, risk management,
Other Papers On: Forecasting
Other Papers On: Financial Market Dissertations
Other Papers On: Forecasting (Economics)
Subject Catalogue
- Dissertations and Proposals
- Analysis of Companies
- Analysis of Industries
- Architecture, Design and Technology
- Computing and Mathematics
- E-Commerce and E-Business
- Economics
- Education
- Engineering
- Fashion and Culture
- Finance and Accounting
- General Business
- History
- Hospitality and Tourism
- Human Resource Management
- International Relations
- Law
- Literature, Language and Theatre Studies
- Management and Organisational Behaviour
- Marketing
- Media, Music and Art
- Operations Management
- Philosophy
- Politics
- Psychology
- Science, Medicine and Nursing
- Sociology
Keywords Tag Cloud
forecasting financial uk models forecast using market rates performance company volatility model management c business economic data time series statistical variables plc forecasts stock score methods value electricity unemployment theory consumption real development methodology gdp expectations uks argenti techniques trends future identification groups society rational implications oil profitability altman airlines vodafone interbank position arima piracy russian modeling equity calculation residual income garch risk cross product statements fundamental influencing inflation fx application dissertation egarch passenger path country excel foreign operation capital analyze sample information gathering study adjustment seasonal reinvest m mathematical trend firm roles describe curve multiple operates fictitious design regression usage dissemination critical cash resource project sales flow volume courseworks international discuss share corn fluctuations demand online term short process travel macroeconomic price affecting factors carillion music
GET OUR GooGLE TOOLBAR BUTTON
BOOK MARK US
WHAT OTHERS HAVE SAID
Thank you for your paper. It helped me to do my research on my own. I would consider your paper like a guide.Olivia
