Impact of overnight information on MEM volatility prediction (Q660060)
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scientific article; zbMATH DE number 6000091
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Impact of overnight information on MEM volatility prediction |
scientific article; zbMATH DE number 6000091 |
Statements
Impact of overnight information on MEM volatility prediction (English)
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25 January 2012
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volatility forecast
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multiplicative error model
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MEM
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overnight return
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0.7469124794006348
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0.7464866638183594
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0.729011595249176
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0.7266547679901123
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0.7190722227096558
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