000			02110ngm a2200325 a 4500
001			HST1388_1_2
003			UkLoHST
006			m c
007			cr|cna|||a||||
007			vz|czazum
008			080121s2007 enk|||||||||||s|||v|eng d
028	5	0	_a1388 _bHenry Stewart Talks
035			_a(UkLoHST)5
035			_a(UkLU-K)000868755
040			_aUkLU-K _beng _cUkLU-K
100	1		_aChristodoulakis, George A., _u(Advisor at Bank of Greece, Greece) _4spk
245	1	0	_aVolatility _h[electronic resource] / _cGeorge A. Christodoulakis.
260			_aLondon : _bHenry Stewart Talks, _c2007.
300			_a1 online resource (1 streaming video file (44 min.) : _bcolor, sound).
490	1		_aQuantitative financial risk management : fundamentals, models and techniques, _x2056-4570
500			_aAnimated audio-visual presentations with synchronized narration.
500			_aTitle from title frames.
505	0		_aContents: Volatility is the most heavily used measure of risk in financial decision making. This presentation commences with a discussion on the validity of various measures of risk, and a statement of conditions under which volatility is a good measure. It begins with an explanation of the empirical properties of data and their dynamics and why models need to capture these characteristics. This is followed by a detailed analysis of various approaches of volatility estimation with particular emphasis on dynamic models in both univariate and multivariate contexts. Then techniques for volatility model validation are given together with an explanation of a number of possible pitfalls. Finally, the presentation focuses on out-of-sample volatility forecasting using dynamic models and various methods for volatility forecast evaluation.
506			_aAccess restricted to subscribers.
538			_aMode of access: World Wide Web.
650		0	_aFinancial risk management.
830		0	_aHenry Stewart talks. _pBusiness & management collection. _pQuantitative financial risk management.
856	4	0	_uhttps://hstalks.com/bm/5/
856	4	2	_uhttps://hstalks.com/bm/p/5/ _3Series
999			_c80076 _d80076