Browsing Master theses by Author "Agermark, Anton"
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Forecasting Exchange Rate Volatility. Applying HAR models and Implied Volatility in SEK denominated markets
Agermark, Anton; Hoti, Visar (2016-10-04)In this paper we study a set of models' forecasting accuracy of realized volatility in two SEK denominated exchange rates, EUR/SEK and USD/SEK, with the purpose to analyze if ex-post or ex-ante forecasting models produce ...