A holistic approach to the predictive power of expected volatility
Gherben van der Holst and Remco C. J. Zwinkels
| Year of publication: |
2015
|
|---|---|
| Authors: | Holst, Gherben van der ; Zwinkels, Remco C. J. |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 38.2015, 4, p. 417-459
|
| Subject: | Marktliquidität | Market liquidity | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1996-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jfir.12084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440741