Empirical Studies on Volatility in International Stock Markets MEng. F. Lucka In the articles by Wolfgang

In the articles by Wolfgang Wildgen and Klaus Zimmermann

der Lloyds Bank Ltd

die zum Verständnis aller folgenden Betrachtungen von großer Wichtigkeit sind

Insbesondere die in dieser Arbeit auftretenden Einschränkungen

Es soll ein kundenspezifischer Mikroprozessor nach vorgegebenen Befehlssatz programmiert

Empirical Studies on Volatility in International Stock Markets MEng. F. Lucka In the articles by WolfgangEmpirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to