Do high-frequency measures of volatility improve forecasts of return distributions? (Q737263): Difference between revisions
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Revision as of 00:11, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do high-frequency measures of volatility improve forecasts of return distributions? |
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Do high-frequency measures of volatility improve forecasts of return distributions? (English)
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10 August 2016
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realized volatility
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multiperiod out-of-sample prediction
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term structure of density forecasts
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stochastic volatility
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