Showing 1 - 10 of 19,211
volatility forecasting into two pillars: the realized variances and realized correlations and quantifies the corresponding …% and at least 78%). The results on the GMV portfolios show that realized covariance models exhibit lower ex-post volatility …
Persistent link: https://www.econbiz.de/10015064180
Persistent link: https://www.econbiz.de/10010380478
Persistent link: https://www.econbiz.de/10013460187
Persistent link: https://www.econbiz.de/10012437084
Persistent link: https://www.econbiz.de/10012516745
Persistent link: https://www.econbiz.de/10012054426
Persistent link: https://www.econbiz.de/10012110378
Persistent link: https://www.econbiz.de/10015053841
Persistent link: https://www.econbiz.de/10011373298
Persistent link: https://www.econbiz.de/10011972846