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~accessRights:"free"
~isPartOf:"Finance and Economics Discussion Series"
~isPartOf:"Management Science"
~isPartOf:"Tinbergen Institute Discussion Papers"
~person:"Scharth, Marcel"
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Realized volatility
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value-at-risk
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volatility of volatility
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Scharth, Marcel
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Asymmetric Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
Tinbergen Instituut
-
2014
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011272575
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2
Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
Tinbergen Instituut
-
2013
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011256164
Saved in:
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