CORDIS Project
Funding breakdown and partner intelligence are Premium
Sign in and upgrade to Premium for EU contribution totals, consortium analytics, OpenAlex research context, and AI summaries. · 0 consortium intelligence fields visible of 1
Start free • Cancel anytime • 14-day refund guarantee
This research focuses on improving volatility forecasting methods in finance by developing a model evaluation framework that accounts for non-normal distributions of forecast errors. The goal is to enhance risk measurement accuracy during financial crises.
Predicting volatility is of great importance in measuring and managing risk more accurately.
Volatility is measured, estimated and predicted by a vast number of model frameworks.
Though, researcher has to select a specific model for his/her forecasting purposes.
Thus, the models are evaluated in order to extract the most adequate model for forecasting purposes.Under the Marie Curie Intra-European Fellowships Grand, we define a method of evaluating the predictability of the models, which assumes…
ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS - RESEARCH CENTER
Partner organizations (coordinator is shown above), with normalized type and CORDIS activity type. Guests see up to 4 partners.
Similar projects, consortium collaboration history, frequent partners, and OpenAlex research context.
Guests see up to 5 topics.
