مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

Title of article :

Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

Author/Authors :

Gloria Gonz?lez-Rivera، نويسنده , , Tae-Hwy Lee، نويسنده , , Santosh Mishra، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

629

To page :

645

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179114

Link To Document :