Forecasting multivariate realized stock market volatility (Q737267)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6610565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting multivariate realized stock market volatility |
scientific article; zbMATH DE number 6610565 |
Statements
Forecasting multivariate realized stock market volatility (English)
0 references
10 August 2016
0 references
HAR-RV model
0 references
realized volatility
0 references
covariance matrix
0 references
factor model
0 references
0 references
0 references
0 references
0.8199872374534607
0 references
0.8135256171226501
0 references
0.810957133769989
0 references
0.797400951385498
0 references
