Volatility,as an important index for evaluation of uncertainty of the underlying asset,has been widely used in the field of finance,economy,energy,environment and so on.With the rapid development of financial markets,volatility risk has become a major systemic risk,and thus has been identified as a re-search priority by financial market regulators,financial institutions and investors.Modeling and forecas-ting the volatility of financial assets are necessities in the financial market risk management,but the vola-tility itself is not directly observable,so it is imperative to construct a suitable volatility model which can offer a good forecasting of real volatility.Driven by the evaluations of usable data sources,the research a-chievements of volatility models were summarized from low frequency data,high frequency data and mixed frequency data in order to provide references for the following research.
volatilityfinancial marketlow frequency datahigh frequency datamixed frequency data
万方数据
维普
