Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10001155163
We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we … used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005. We … used a statistical, a utility-based, and an options-based criterion to evaluate volatility forecasts. Our main result is …
Persistent link: https://www.econbiz.de/10010295909
Persistent link: https://www.econbiz.de/10001208210
Persistent link: https://www.econbiz.de/10001208211
Persistent link: https://www.econbiz.de/10001171040
Persistent link: https://www.econbiz.de/10001174505
Persistent link: https://www.econbiz.de/10001180371
Persistent link: https://www.econbiz.de/10001213912
Persistent link: https://www.econbiz.de/10001218746
Persistent link: https://www.econbiz.de/10001224209