Daily volatility forecasts: reassessing
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David G. McMillan; Alan E. H. Speight
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Article
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2004
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John Wiley and Sons
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English
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๐ 2 views
## Abstract Volatility plays a key role in asset and portfolio management and derivatives pricing. As such, accurate measures and good forecasts of volatility are crucial for the implementation and evaluation of asset and derivative pricing models in addition to trading and hedging strategies. Howe