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Journal of Applied Statistics Volume 43, 2016 - Issue 5
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Original Articles

Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors

Stavros DegiannakisDepartment of Economics and Regional Development, Panteion University, 136 Syngrou Avenue, Athens17 671, Greece;Postgraduate Department of Business Administration, Hellenic Open University, Aristotelous 18, Athens26 335, GreeceCorrespondence[email protected]
[email protected]
&
Alexandra LivadaDepartment of Statistics, Athens University of Economics and Business, 76 Patission str., Athens10 434, Greece;Postgraduate Department of Business Administration, Hellenic Open University, Aristotelous 18, Athens26 335, Greece
Pages 871-892 | Received 16 Oct 2014, Accepted 30 Jul 2015, Published online: 11 Sep 2015

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