Projects funded by the NCN
Modeling and Forecasting Volatility - Usage of Additional Information Contained in Low and High Prices
2012/05/B/HS4/00675
Keywords:
Volatility low and high prices GARCH model NIG distribution forecasting
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Mikołaja Kopernika w Toruniu, Wydział Nauk Ekonomicznych i Zarządzania
woj. kujawsko-pomorskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 3 - announced on 2012-03-15
Amount awarded: 79 676 PLN
Project start date (Y-m-d): 2013-02-04
Project end date (Y-m-d): 2016-08-03
Project duration:: 42 months (the same as in the proposal)
Project status: Project settled