Chapter: Model-Free vs. Model-Based Volatility Prediction

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Home > Model-Free Prediction and Regression: A Transformation-Based Approach to Inference > Model-Free vs. Model-Based Volatility Prediction

Model-Free Prediction and Regression: A Transformation-Based Approach to Inference |

Dimitris N. Politis

Springer International Publishing

Model-Free Prediction and Regression: A Transformation-Based Approach to Inference

Model-Free vs. Model-Based Volatility Prediction

Chapter Info

Authors

Dimitris N. Politis

ARI Id

1664654985232_2587178

Access

Not Available Free

Pages

199-236

DOI

10.1007/978-3-319-21347-7_10

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-319-21347-7_10

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