Model Specification for Volatility Forecasting
The best model for forecasting asset price volatility should use the natural logarithmic form of the original volatility measure for efficient regression estimators.
Featured in No. 83 on 23 Jan 2025 · on release day
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- 23 Jan 2025
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- No. 83 · 23 Jan 2025
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- RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828
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