Comparing and combining realized measure and implied volatility for volatility prediction (Q5143373)
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scientific article; zbMATH DE number 7292288
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| English | Comparing and combining realized measure and implied volatility for volatility prediction |
scientific article; zbMATH DE number 7292288 |
Statements
11 January 2021
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volatility forecasts
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forecasting competitions
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combining forecasts
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realized volatility
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implied volatility
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0.7751920223236084
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0.7620341777801514
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0.7552438378334045
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0.7548846006393433
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0.7542815208435059
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