Dissertation - volatility in financial markets

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Reference no: EM133028211 , Length: word count:7000

VOLATILITY IN FINANCIAL MARKETS ( Data Analysis for Research)

ISSUES: Most models of volatility used by practitioners (i.e. GARCH, EWMA etc.) are employed to forecast short term patterns in asset prices' volatility. By contrast, strategic asset allocation studies requiring long-term volatility forecasts (i.e. 5 to 10 years ahead) usually rely on simple extrapolation from longest available histories of price data.

This project will aim to explore the accuracy of long-term volatility forecasts from history and investigate whether insights from short-term models can provide additional guidance.

Attachment:- VOLATILITY IN FINANCIAL MARKETS.rar

Reference no: EM133028211

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len3028211

11/12/2021 11:30:48 PM

I hope you are doing good. I need your help with dissertation. My topic is VOLATILITY IN FINANCIAL MARKETS and this is an empirical project which includes regression analysis. Request you to please help me know with details. The word count is 7000 . l need regression analysis first to submit to the tutor.

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