Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
| Year of publication: |
2004
|
|---|---|
| Authors: | Gonzalez-Rivera, Gloria ; Lee, Tae-Hwy ; Mishra, Santosh |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 4, p. 629-645
|
| Publisher: |
Elsevier |