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Volatility and risk estimation with linear and nonlinear methods based on high frequency data

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Author Info
Marcel Dettling
Peter Bühlmann
Abstract

Accurate volatility predictions are crucial for the successful implementation of risk management. The use of high frequency data approximately renders volatility from a latent to an observable quantity, and opens new directions to forecast future volatilities. The goals in this paper are: (i) to select an accurate forecasting procedure for predicting volatilities based on high frequency data from various standard models and modern prediction tools; (ii) to evaluate the predictive potential of those volatility forecasts for both the realized and the true latent volatility; and (iii) to quantify the differences using volatility forecasts based on high frequency data and using a GARCH model for low frequency (e.g. daily) data, and study its implication in risk management for two widely used risk measures. The pay-off using high frequency data for the true latent volatility is empirically found to be still present, but magnitudes smaller than suggested by simple analysis.

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Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 14 (2004)
Issue (Month): 10 (June)
Pages: 717-729
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Handle: RePEc:taf:apfiec:v:14:y:2004:i:10:p:717-729

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  1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Taylor, Stephen J. & Xu, Xinzhong, 1997. "The incremental volatility information in one million foreign exchange quotations," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 317-340, December. [Downloadable!] (restricted)
  3. Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna, 2004. "Consistent high-precision volatility from high-frequency data," Finance 0407005, EconWPA. [Downloadable!]
  4. Andersen, Torben G & Bollerslev, Tim, 1998. "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 885-905, November.
  5. McNeil, Alexander J. & Frey, Rudiger, 2000. "Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 271-300, November. [Downloadable!] (restricted)
  6. I. Gijbels & A. Pope & M. P. Wand, 1999. "Understanding exponential smoothing via kernel regression," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 39-50. [Downloadable!] (restricted)
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