Forecasting realized volatility : a review
Andrea Bucci
| Year of publication: |
2017
|
|---|---|
| Authors: | Bucci, Andrea |
| Published in: |
Journal of advanced studies in finance : JASF. - Craiova : ASERS Publ., ISSN 2068-8393, ZDB-ID 2613863-3. - Vol. 8.2017, 2/16, p. 94-138
|
| Subject: | realized volatility | stochastic volatility | volatility models | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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