Forecasting Realized Volatility : Does Anything Beat Linear Models?
Year of publication: |
[2023]
|
---|---|
Authors: | R. Branco, Rafael ; Rubesam, Alexandre ; Zevallos, Mauricio |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Prognose | Forecast | Kapitaleinkommen | Capital income | Theorie | Theory | Deutschland | Germany |
-
Modeling and Forecasting Realized Range Volatility
Caporin, Massimiliano, (2011)
-
Modeling and Forecasting Realized Volatility
Andersen, Torben G., (2002)
-
Modeling and Forecasting Realized Volatility
Andersen, Torben G., (2001)
- More ...
-
Forecasting Realized Volatility : Does Anything Beat Linear Models?
Branco, Rafael, (2022)
-
Hwang, Soosung, (2015)
-
A behavioral explanation of the value anomaly based on time-varying return reversals
Hwang, Soosung, (2013)
- More ...