%0 Journal Article
%T Direct Versus Iterated Multiperiod Volatility Forecasts
%A Alberto Plazzi
%A Antonio Rubia
%A Asad Dossani
%A Eric Ghysels
%A Rossen Valkanov
%J -
%D 2019
%R 10.1146/annurev-financial-110217-022808
%X Multiperiod-ahead forecasts of returns¡¯ variance are used in most areas of applied finance where long-horizon measures of risk are necessary. Yet, the major focus in the variance forecasting litera..
%U https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110217-022808