Improving financial volatility nowcasts
Year of publication: |
2024
|
---|---|
Authors: | Kruse-Becher, Robinson ; Liu, Yuze |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 30.2024, 2, p. 101-126
|
Subject: | distribution | estimation | evaluation | nowcasting | Volatility | Volatilität | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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