Pages that link to "Item:Q5397468"
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The following pages link to Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468):
Displaying 6 items.
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- Evaluating Volatility and Correlation Forecasts (Q3646983) (← links)
- Forecasting and trading high frequency volatility on large indices (Q4554453) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)