Volatility forecast comparison using imperfect volatility proxies (Q737280)
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scientific article; zbMATH DE number 6610576
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| English | Volatility forecast comparison using imperfect volatility proxies |
scientific article; zbMATH DE number 6610576 |
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Volatility forecast comparison using imperfect volatility proxies (English)
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10 August 2016
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forecast evaluation
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forecast comparison
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loss functions
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realised variance
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range
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0.8182384371757507
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0.812842845916748
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0.7935000061988831
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0.7918787598609924
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