Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
Year of publication: |
2013
|
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Authors: | Duong, Diep |
Other Persons: | Swanson, Norman R. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aggregation |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2300605 [DOI] |
Classification: | c58 ; C53 - Forecasting and Other Model Applications ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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