Forecasting realized volatility : the choice of window size
Yuqing Feng, Yaojie Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | Feng, Yuqing ; Zhang, Yaojie |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 692-705
|
| Subject: | DM tests | loss functions | portfolio exercise | volatility forecasting | window size | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374077