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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of forecasting"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~person:"Scharth, Marcel"
~subject:"Nationaleinkommen"
~subject:"VAR-Modell"
~subject:"Welt"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Scharth, Marcel
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Applied economics
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Discussion paper / Tinbergen Institute
International journal of forecasting
Technological forecasting & social change : an international journal
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Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
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2013
Persistent link: https://www.econbiz.de/10009784942
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Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
-
This version: June 2014
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10010366935
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