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Q5143373 - MaRDI portal

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scientific article; zbMATH DE number 7292288
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English
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scientific article; zbMATH DE number 7292288

    Statements

    author
    Shi Yafeng
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    Yanlong Shi
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    Peng Xun
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    Zhu Nenghui
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    Ying Tingting
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    Yan Ju
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    publication date
    11 January 2021
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    zbMATH Keywords
    volatility forecasts
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    forecasting competitions
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    combining forecasts
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    realized volatility
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    implied volatility
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62M10
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    62P05
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    zbMATH DE Number
    7292288
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