Data-based ranking of realised volatility estimators (Q530606)
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scientific article; zbMATH DE number 6610694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-based ranking of realised volatility estimators |
scientific article; zbMATH DE number 6610694 |
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Data-based ranking of realised volatility estimators (English)
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10 August 2016
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realized variance
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volatility forecasting
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forecast comparison
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0.88377273
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0.87600935
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0.87395984
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0.8700817
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0.8661495
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0.8654221
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0.8646395
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