Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?
Year: 2023
Type: article
Source: Journal of Forecasting
DOI: 10.1002/for.3046
Authors: Yuqing Feng, Yaojie Zhang, Yudong Wang
Institution: Nanjing University of Science and Technology
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Awards: G3478086651, G7597376302
OpenAlex ID: W4388975615