Are combination forecasts of S&P 500 volatility statistically superior?
Ralf Becker; Adam E. Clements
| Year of publication: |
2008
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 24.2008, 1, p. 122-133
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | USA | United States | 1990-2003 |
| 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/10003661257