Información del autor
Documentos disponibles escritos por este autor (2)
Añadir el resultado a su cesta Hacer una sugerencia Refinar búsqueda
texto impreso
Allen, David E. ; McAleer, Michael ; Scharth, Marcel | 2014In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting erro[...]texto impreso
Allen, David E. ; McAleer, Michael ; Scharth, Marcel | 2013-07In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting erro[...]
