Model-free versus model-based volatility prediction

Journal of Financial Econometrics

Volumn 5, Issue 3, 2007, Pages 358-359

  Politis, Dimitris N ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

ARCH GARCH models; Forecasting; L1 methods; Volatility

Indexed keywords

EID: 34447622716     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbm004     Document Type: Article

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