Development of Instrumental Approaches to Forecasting the Volatility of the Return of Financial Assets
Measurement and forecasting of volatility and income correlation are achieved by non-parametric methods using high-frequency price data. Due to accurate calculations of conditional volatility and correlation forecasting, it is possible to correctly identify financial derivatives and make risk decisi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Peter the Great St. Petersburg Polytechnic University
2023-07-01
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| Series: | Sustainable Development and Engineering Economics |
| Subjects: | |
| Online Access: | https://sustainable.spbstu.ru/en/article/2023.8.1/ |