Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model
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References listed on IDEAS
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More about this item
KeywordsStochastic Volatility; Efficient Method of Moments (EMM); Volatility Reprojection; Volatility Forecasting.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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