Direct versus Iterated Multiperiod Volatility Forecasts
Year of publication: |
2020
|
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Authors: | Ghysels, Eric ; Plazzi, Alberto ; Valkanov, Rossen I. ; Serrano, Antonio Rubia ; Dossani, Asad |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annual Review of Financial Economics, Vol. 11, pp. 173-195, 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2019 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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