𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology

✍ Scribed by Emel Kahya; Panayiotis Theodossiou


Book ID
110262151
Publisher
Springer US
Year
1999
Tongue
English
Weight
210 KB
Volume
13
Category
Article
ISSN
0924-865X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Predicting financial volatility: High-fr
✍ Martin Martens; Jason Zein πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 170 KB

## Abstract Recent evidence suggests option implied volatilities provide better forecasts of financial volatility than time‐series models based on historical __daily__ returns. In this study both the measurement and the forecasting of financial volatility is improved using high‐frequency data and l