Sucarrat, Genaro (contributor) - 2008
variability can be useful in a wide range
of situations. In risk management explanatory models are useful in stress-testing,
event …, numerous studies investigate and/or use realised volatility|the sum
of intra-period squared returns|either as comparison ….
Second, since time is needed for an event to bring about another event, explanatory
variables are likely to account for a …