Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

✍ Scribed by Gloria González-Rivera; Tae-Hwy Lee; Santosh Mishra

• Book ID: 113647721
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 222 KB
• Volume: 20
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2003.10.003