Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524)
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scientific article; zbMATH DE number 7381705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index |
scientific article; zbMATH DE number 7381705 |
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Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (English)
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13 August 2021
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forecast combinations
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structural breaks
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volatility forecasting
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parameter instability
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financial time series
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0.8927566
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0.8824272
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0.88201725
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0.8755275
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0.8669666
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0.86541814
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0.8642441
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