Integrated variance forecasting: model based vs. reduced form (Q737909)
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scientific article; zbMATH DE number 6616521
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integrated variance forecasting: model based vs. reduced form |
scientific article; zbMATH DE number 6616521 |
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Integrated variance forecasting: model based vs. reduced form (English)
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12 August 2016
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volatility forecasting
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high-frequency data
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reduced-form methods
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model misspecification
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0.7912589311599731
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0.786056399345398
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0.7826662063598633
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0.7795238494873047
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0.7670045495033264
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