Volatility Forecasting Models Comparison
The paper finds that volatility models are most accurate when they match the data-generating process.
Featured in No. 103 on 25 Jun 2025 · 49 days after release
- Released
- 7 May 2025
- First featured
- No. 103 · 25 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 42
- Identifier
- SSRN 5241995
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