Do Extreme Range Estimators Improve Realized Volatility Forecasts? Evidence from G7 Stock Markets
Year of publication: |
2023
|
---|---|
Authors: | Korkusuz, Burak ; Kambouroudis, Dimos S ; McMillan, David G. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | ARCH-Modell | ARCH model |
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