Analytical evaluation of volatility forecasts
by Torben G. Andersen, Tim Bollerslev, and Nour Meddahi
| Year of publication: |
2004
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|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Meddahi, Nour |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 45.2004, 4, p. 1079-1110
|
| Subject: | CAPM | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002427616