Quantcast
Channel: volatility – Eran Raviv
Viewing all articles
Browse latest Browse all 41

Multivariate Volatility Forecast Evaluation

$
0
0
The evaluation of volatility models is gracefully complicated by the fact that, unlike other time series, even the realization is not observable. Two researchers would never disagree about what was yesterday’s stock price, but they can easily disagree about what was yesterday’s stock volatility. Because we don’t observe volatility directly, each of us uses own...

Viewing all articles
Browse latest Browse all 41

Trending Articles