evolve, many investors continue to forecast volatility using traditional approaches that are ill-suited to the time …-changing nature of volatility. In this paper, I analyze the performance of seven different multivariate-volatility models using a new … poorly when trying to forecast short-term volatility, and that a more dynamic model often provides superior out …

but also of dynamic correlations, is the concept of a regularized return, obtained from a volatility proxy in conjunction …

but also of dynamic correlations, is the concept of a regularized return, obtained from a volatility proxy in conjunction …