Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468)
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scientific article; zbMATH DE number 6260413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relative forecasting performance of volatility models: Monte Carlo evidence |
scientific article; zbMATH DE number 6260413 |
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Relative forecasting performance of volatility models: Monte Carlo evidence (English)
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20 February 2014
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Monte Carlo methods
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multifractal model of asset returns
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volatility modelling
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value at risk
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