We are improving our search experience. To check which content you have full access to, or for advanced search, go back to the old search.

Search

Please fill in this field.
Filters applied:
Statistics

Search Results

Showing 1-2 of 2 results

  1. Quantile forecasts for financial volatilities based on parametric and asymmetric models

    For financial volatilities such as realized volatility and volatility index, a new parametric quantile forecast strategy is proposed, focusing on...

    Ji-Eun Choi, Dong Wan Shin in Journal of the Korean Statistical Society
    Article 17 September 2018

  2. Forecasting realized volatility: A review

    Forecast methods for realized volatilities are reviewed. Basic theoretical and empirical features of realized volatilities as well as versions of...

    Dong Wan Shin in Journal of the Korean Statistical Society
    Article 01 September 2018
Did you find what you were looking for? Share feedback.