Torben Gustav Andersen, Tim Bollerslev
Abstract
Torben G. Andersen, Tim Bollerslev, Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 885-905
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Torben G. Andersen, Tim Bollerslev, Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 885-905
Key concepts: Economics, Volatility (finance), Econometrics, Stochastic volatility, SABR volatility model, Skepticism, Financial economics, Philosophy