WebProfessor Bollerslev conducts research in the areas of time-series econometrics, financial econometrics, and empirical asset pricing finance. He is particularly well known for his developments of econometric models and procedures for analyzing and forecasting financial market volatility. WebJan 1, 1994 · Professor Bollerslev conducts research in the areas of time-series econometrics, financial econometrics, and empirical asset pricing finance. He is particularly well known for his developments of econometric models and procedures for analyzing and forecasting financial market volatility.
Scholars@Duke Scholars@Duke
WebDepartment of Economics. 213 Social Sciences 419 Chapel Drive Box 90097 Durham, N.C. 27708-0097 T: (919) 660-1800 F: (919) 681-7984 WebProfessor Brandt conducts empirical and theoretical research in finance. His current work focuses on real-time processing of macroeconomic data by financial markets. He also … phenoloxidase subunit
ARCH Models - dukespace.lib.duke.edu
WebECON 413 - Forecasting Financial Markets. Introduces statistical models for financial price and risk. ARMA, GARCH, Value-at-Risk. Covers both theory underlying these … WebBlue Chip Financial Forecasts Provides forecasts by major US banks and investment research firms for the future direction and level of U.S. interest rates. Forecasts cover each of the next six quarters for the Fed Funds Rate, Prime Rate, 3 … WebApr 22, 2024 · Financial forecasting is the process in which a company determines the expectations of future results. Financial modeling takes the financial forecasts and … phenol oxidation reaction