𝔖 Bobbio Scriptorium
✦   LIBER   ✦

FORECASTING VOLATILITY FOR PORTFOLIO SELECTION

✍ Scribed by George A. Vasilellis; Nigel Meade


Book ID
111105704
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
852 KB
Volume
23
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Volatility forecasting for risk manageme
✍ Chris Brooks; Gita Persand πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 166 KB

## Abstract Recent research has suggested that forecast evaluation on the basis of standard statistical loss functions could prefer models which are sub‐optimal when used in a practical setting. This paper explores a number of statistical models for predicting the daily volatility of several key UK

Model selection for forecasting
✍ Robert F. Engle; Scott J. Brown πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 808 KB