Evaluating Volatility and Correlation Forecasts (Q3646983)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating Volatility and Correlation Forecasts |
scientific article |
Statements
Evaluating Volatility and Correlation Forecasts (English)
0 references
27 November 2009
0 references
volatility proxy
0 references
volatility forecast
0 references
unobservable volatility
0 references
portfolio optimization
0 references
