When Does Precision Pay? Asymmetric Loss and the Economic Value of Machine-Learning-based Volatility Forecasts
Published in International Review of Economics & Finance [SSCI, JCR Q1, ABDC A, ABS 3] — under review, 2026
Status: under peer review at the International Review of Economics & Finance.
Recommended citation: Chen, A.W., Yuan, G.* & Hou, Y.(G.) (2026). "When Does Precision Pay? Asymmetric Loss and the Economic Value of Machine-Learning-based Volatility Forecasts." International Review of Economics & Finance, under review.