Volatility Forecast Comparison Using Imperfect Volatility Proxies

SSRN Electronic Journal
doi 10.2139/ssrn.932890
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Contagion and Volatility With Imperfect Credit Markets

1997English

Application of Forecast Combination in Volatility Modelling

2011English

Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility

SSRN Electronic Journal
2001English

Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2015English

Intraday Volatility Forecasting From Implied Volatility

International Journal of Managerial Finance
AccountingManagementFinanceBusiness
2011English

Macroeconomic Volatility and Stock Market Volatility, Worldwide

2008English

Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal
2009English

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2017English

It's All About Volatility of Volatility: Evidence From a Two-Factor Stochastic Volatility Model

Journal of Empirical Finance
EconomicsFinanceEconometrics
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy