Answering the Critics : Yes, Arch Models Do Provide Good Volatility Forecasts
Year of publication: |
[2008]
|
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Authors: | Andersen, Torben G. |
Other Persons: | Bollerslev, Tim (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Welt | World | Risikoprämie | Risk premium | US-Dollar | US dollar | Deutsche Mark | Yen |
Extent: | 1 Online-Ressource (37 p) |
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Series: | NBER Working Paper ; No. w6023 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1997 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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