Proven Predicability
Empirical studies have shown there to be a high proportion of predictability using these models with regards to short term volatility.
Λεπτομέρειες πλοηγού
(Βοήθεια)
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Predicting Market Price and Volatility »Predicting Market Price and Volatility
Theory »Theory
Proven Predicability
Christoffersen and Diebold, 1997 »Christoffersen and Diebold, 1997
Raunig, 2006 »Raunig, 2006
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