Valuation of Variance Forecast with Simulated Option Markets
收藏NBER1990-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3350
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资源简介：
An appropriate metric for the success of an algorithm to forecast the variance of the rate of return on a capital asset could be the incremental profit from substituting it for the next best alternative. We propose a framework to assess incremental profits for competing algorithms to forecast the
提供机构：
美国国家经济研究局
创建时间：
1990-05-01
