Volatility timing: How best to forecast portfolio exposures
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. The distribution of exchange rate volatility;Andersen;J. Am. Stat. Assoc.,2001
2. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
3. Volatility and correlation forecasting;Andersen,2006
4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models;Barndorff-Nielsen;J. R. Stat. Soc. Ser. B,2002
5. Are combination forecasts of S&P 500 volatility statistically superior?;Becker;Int. J. Forecast.,2008
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