## Abstract How to measure and model volatility is an important issue in finance. Recent research uses high‐frequency intraday data to construct __ex post__ measures of daily volatility. This paper uses a Bayesian model‐averaging approach to forecast realized volatility. Candidate models include au
Modeling interactions with known risk loci—a Bayesian model averaging approach
✍ Scribed by Teresa Ferreira; Jonathan Marchini
- Book ID
- 111111592
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 276 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0003-4800
No coin nor oath required. For personal study only.
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