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4:30 pm

IGIDR Webinar: How Relevant is Volatility Density Forecasting? Evidence from Empirical Finance

August 27 @ 4:30 pm - 5:00 pm

Speaker: Dr. Arpita Mukherjee, Rutgers University, USA Date & Hour: 27 August 2020, 4:30 pm Title: How Relevant is Volatility Density Forecasting? Evidence from Empirical Finance Abstract: In this paper, we provide new empirical evidence of the relative usefulness of interval (density) and point forecasts of asset-return volatility, in the Read More

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