Información del autor
Autor Scharth, Marcel |
Documentos disponibles escritos por este autor (2)
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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[...]