Assets / Volatility Forecast
Heterogeneous Exponential Model (HExp)
Changed onCompute volatility forecasts for an asset using an heterogeneous exponential (HExp) model.
This endpoint requires an API key.
References
- Tim Bollerslev, Benjamin Hood, John Huss, Lasse Heje Pedersen, Risk Everywhere: Modeling and Managing Volatility, The Review of Financial Studies, Volume 31, Issue 7, July 2018, Pages 2729–2773
- Giuseppe Buccheri, Fulvio Corsi, HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies, Journal of Financial Econometrics, Volume 19, Issue 4, Fall 2021, Pages 614–649
post/assets/volatility/forecast/hexp
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- URLhttps://api.portfoliooptimizer.io/v1/assets/volatility/forecast/hexp
- AuthAPI key in header X-API-Key
Request body
Response
OK
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