Finance

Carol Alexander - market Contents list of illustrations Computerized trading An introduction The disciplined trader - developing Wiley trading seriesbeyond By wiluam MC'laren Trade your way The Theory of Interest Publications in operations Introduction to Econometrics Methods of Wall-Street Master First editionwith 140 This book was Icroeconomicprinciplespaul templea buffer The gann pyramtosquare The harmonic traderby Also by david The profit magic The symmetry wave

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79

U.Bl

Jan-93 Apr-93 Aug-93 Dec-93 Mar-94 Jul-94 Nov-94 Feb-95 Jun-95 Oct-95 Jan-96 May-96 Sep-96 Dec-96 (i) CAC-FTSE 100 correlation

-BEKK

-Vech .........O-GARCH

Jan-93 Apr-93 Aug-93 Dec-93 Mar-94 Jul-94 Nov-94 Feb-95 Jun-95 Oct-95 Jan-96 May-96 Sep-96 Dec-96 (j) DAX-FTSE 100 correlation -BEKK ---Vech .........O-GARCH

Figure 7.15 GARCH model volatility comparison: (a) AEX: (b) CAC; (c) DAX; (d) FTSE 100. GARCH model correlation comparison: (e) AEX-CAC; (f) AEX-DAX: (g) AEX-FTSE 100; (h) CAC-DAX; (i) CAC-FTSE 100: (j) DAX-FTSE 100.

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