𝔖 Bobbio Scriptorium

✦ LIBER ✦

The forecasting abilities of implied and econometric variance–covariance models across financial measures

✍ Scribed by James Chong

Book ID: 116636113
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 329 KB
Volume: 57
Category: Article
ISSN: 0148-6195
DOI: 10.1016/j.jeconbus.2005.04.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dispersion of Financial Analysts' Earnin

Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviations of Stock Returns

✍ Bipin B. Ajinkya and Michael J. Gift 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 314 KB

The role of realized ex-post covariance

The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts

✍ Varneskov, Rasmus; Voev, Valeri 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 493 KB

[IEEE 2009 International Conference on I

[IEEE 2009 International Conference on Information and Financial Engineering, ICIFE - Singapore, Singapore (2009.04.17-2009.04.20)] 2009 International Conference on Information and Financial Engineering - Investigating the Effect of Different Input Sample Size with Nested Conditional Mean and Variance Models over Market Returns Forecast in Volatile Market Conditions of 2008

✍ Dhar, Joydeep; Shrivastava, Utkarsh 📂 Article 📅 2009 🏛 IEEE ⚖ 326 KB