Forecasting Realized Volatility with Asymmetric Information
Asymmetric variables like return volume and jump components are crucial in forecasting risks, aiding in risk management and investment strategy.
Featured in No. 30 on 20 Dec 2023 · 1 day after release
- Released
- 19 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 4669728
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).