Are low-frequency data really uninformative? : a forecasting combination perspective
Feng Ma, Yu Li, Li Liu, Yaojie Zhang
| Year of publication: |
2018
|
|---|---|
| Authors: | Ma, Feng ; Li, Yu ; Liu, Li ; Zhang, Yaojie |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 92-108
|
| Subject: | Combine forecasts | Forecasting evaluation | Realized volatility | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012036299