Analytical evaluation of volatility forecasts

DOI10.1111/J.0020-6598.2004.00298.XMaRDI QIDQ6863680zbMATH OpenFDO

Authors Torben G. Andersen, Tim Bollerslev, Nour Meddahi

Publication date 4 February 2026

Published in International Economic Review (Search for Journal in Brave)

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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