A Forecast Based Comparison of Restricted Realized Covariance Models
Year of publication: |
2013
|
---|---|
Authors: | Caporin, Massimiliano |
Other Persons: | Ranaldo, Angelo (contributor) ; Bonato, Matteo (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Schätztheorie | Estimation theory | Vergleich | Comparison | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 22, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1557343 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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