How Relevant is Volatility Forecasting for Financial Risk Management?
收藏NBER1998-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6844
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资源简介：
It depends. If volatility fluctuates in a forecastable way, then volatility forecasts are useful for risk management; hence the interest in volatility forecastability in the risk management literature. Volatility forecastability, however, varies with horizon, and different horizons are relevant in
提供机构：
美国国家经济研究局
创建时间：
1998-12-01
