Proven Predicability
Empirical studies have shown there to be a high proportion of predictability using these models with regards to short term volatility.
Immediately related elementsHow this works
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Predicting Market Price and Volatility »Predicting Market Price and Volatility
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Theory »Theory
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Proven Predicability
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Christoffersen and Diebold, 1997 »Christoffersen and Diebold, 1997
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Raunig, 2006 »Raunig, 2006
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