Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226): Difference between revisions

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Latest revision as of 21:25, 28 June 2024

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Evaluating volatility forecasts in option pricing in the context of a simulated options market
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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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