π прогнозирование волатильности на финансовых рынках

Volatility Forecasting in Financial Markets – Hedge Fund Industry Survey

Попросили меня направить представителям индустрии хеджфондов это письмо, чтобы они поучаствовали в опросе. В свое время им что-то тоже писал, много времени это не занимает.

Думаю, на ресурсе кто-то захочет или посчитает нужным ответить на пару вопросов.

Проводит опрос King’s College в Лондоне

Dear Sir or Madam
 
I would like to invite you to participate in this pioneering research project amongst hedge funds. The overall purpose is to increase knowledge on how volatility forecasting is regarded and conducted within the hedge fund industry. We will provide each participant with survey results and the final report. The research is conducted by an anonymous and confidential online web survey and takes approximately 10 minutes.

 
Click here to begin the survey.
 
Your support is highly appreciated and I sincerely thank you for your efforts. As a small token of our appreciation for your response to the survey, you will be entered into a prize drawing. There are three £100 Harrods gift cards to be awarded. Please find below further details in regard to this study.
 
Ethical approval.

This research project is approved by the Research Ethic Committee of King’s College London (REC Reference Number KCL/12/13/1150) and your participation is completely voluntary.
 
Survey organisation.
The survey is open to participants till 31 January 2014. Each participant will be provided with an electronic copy of the survey report. The prize drawing will take place at the conclusion of the survey period, and winners will be notified immediately. Please inform us by informal email to max.schreder@kcl.ac.uk once you have submitted the questionnaire in order to be considered for both the final report and prize drawing. Submission of a completed questionnaire implies consent to participate, and for all data collected to be used.
 
Why we are contacting you.
Hedge funds, and in particular their employees, are amongst the most sophisticated and most educated investors. Given your thorough understanding of the markets and the complexity of volatility forecasting, your feedback enriches academia extensively in that forecasting models may be developed and evaluated from a more practical perspective and further research might consider hedge fund companies’ requirements in a more appropriate manner.
 
Our research and how you might benefit from it.
The objective of this pioneering survey is to increase academic understanding on how volatility forecasting is perceived within the hedge fund industry and which forecasting models are employed to predict future volatility. You will benefit from first-hand empirical insights from an industry-wide survey.

If you have any questions or require more information about this study, please contact the researcher using the following contact details:
 
Max Schreder
King’s College London
School of Social Science & Public Policy
Department of Management
Franklin-Wilkins-Building 
Stamford Street
London SE1 9NH
max.schreder@kcl.ac.uk