Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226): Difference between revisions
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Revision as of 02:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating volatility forecasts in option pricing in the context of a simulated options market |
scientific article |
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Evaluating volatility forecasts in option pricing in the context of a simulated options market (English)
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26 November 2008
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ARCH models
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forecast volatility
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model selection
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predictability
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standardized prediction error citerion
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option pricing
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