Cointegration and Long-Horizon Forecasting
Year of publication: |
October 1997
|
---|---|
Authors: | Christoffersen, Peter F. |
Other Persons: | Diebold, Francis X. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER technical working paper series ; no. t0217 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/t0217 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Lin, Sheng-Wei, (2021)
-
A bi-annual forecasting model of currency crises
Kinkyō, Takuji, (2020)
-
Comparative study on forecasting model for stock index future price
Wang, Wenbo, (2018)
- More ...
-
Andersen, Torben G., (2005)
-
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Andersen, Torben G., (2005)
-
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Christoffersen, Peter F., (2003)
- More ...