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~accessRights:"free"
~person:"McAleer, Michael"
~source:"repec"
~subject:"volatility risk"
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McAleer, Michael
Scharth, Marcel
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Allen, David E.
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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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
Saved in:
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:
3
REALIZED VOLATILITY RISK
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
Institute of Economic Research, Kyoto University
-
2010
of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which
forecasting
…
Persistent link: https://www.econbiz.de/10008774522
Saved in:
4
Realized volatility risk
Allen, David Edmund
;
McAleer, Michael
;
Scharth, Marcel
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011162546
Saved in:
5
Asymmetric Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
- In:
Journal of Risk and Financial Management
7
(
2014
)
2
,
pp. 80-109
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10010787067
Saved in:
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