Evaluating Volatility and Correlation Forecasts (Q3646983)
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scientific article; zbMATH DE number 5640063
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Evaluating Volatility and Correlation Forecasts |
scientific article; zbMATH DE number 5640063 |
Statements
Evaluating Volatility and Correlation Forecasts (English)
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27 November 2009
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volatility proxy
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volatility forecast
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unobservable volatility
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portfolio optimization
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0.8931293
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0.8845348
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0.88045585
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0.88030195
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0.86680996
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