Historical Perspectives in Volatility Forecasting Methods with Machine Learning
Sign Up to like & getrecommendations! Published in 2025 at "Risks"
DOI: 10.3390/risks13050098
Abstract: Volatility forecasting for financial institutions plays a pivotal role across a wide range of domains, such as risk management, option pricing, and market making. For instance, banks can incorporate volatility forecasts into stress testing frameworks… read more here.
Keywords: perspectives volatility; machine learning; volatility; volatility forecasting ... See more keywords