𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting the value of training

✍ Scribed by Dave Basarab


Book ID
104525403
Publisher
John Wiley and Sons
Year
2011
Weight
755 KB
Volume
50
Category
Article
ISSN
1090-8811

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## Abstract This study evaluates the forecasting performance of extreme‐value volatility estimators for the equity‐based Nifty Index using two‐scale realized volatility. This benchmark mitigates the effect of microstructure noise in the realized volatility. Extreme‐value estimates with relatively s