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Model-free versus model-based volatility prediction
Politis, Dimitris N. - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 358-389
Persistent link: https://www.econbiz.de/10003518495
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Model-free volatility prediction
Politis, Dimitris N. - 2003
Persistent link: https://www.econbiz.de/10002118468
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NoVaS transformations : flexible inference for volatility forecasting
Politis, Dimitris N. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003782415
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012300649