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Model-Free vs. Model-Based Volatility Prediction · Study

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ChapterModel-Free vs. Model-Based Volatility Prediction

Dimitris N. Politis2015

Chapter2015

Model-Free vs. Model-Based Volatility Prediction

Dimitris N. Politis

26 citations·0/0 files stored·Springer eBooks

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Financial Risk and Volatility Modeling Stochastic processes and financial applications Stock Market Forecasting Methods

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices 1988Empirical Model Building and Response Surfaces 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1992ARCH modeling in finance

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Year2015

Typechapter

Published2015-01-01

VenueSpringer eBooks

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-3-319-21347-7_10

openalex_workW2008590150

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