Navegação Produção Científica por Assunto "Volatility forecasting"
Resultados 1-1 de 1
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Realized semicovariances : empirical applications to volatility forecasting and portfolio optimization
(2023) [Artigo de periódico]We propose a two-fold empirical study applying the concept of realized semicovariances as introduced by Bollerslev et al. (2020): in the first part of the paper we aim to estimate and forecast the realized volatility of ...