Volatility forecast comparison using imperfect volatility proxies (Q737280)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Volatility forecast comparison using imperfect volatility proxies |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility forecast comparison using imperfect volatility proxies |
scientific article |
Statements
Volatility forecast comparison using imperfect volatility proxies (English)
0 references
10 August 2016
0 references
forecast evaluation
0 references
forecast comparison
0 references
loss functions
0 references
realised variance
0 references
range
0 references
