Evaluating density forecasts with an application to stock market returns
Year of publication: |
2002
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Authors: | Raaij, Gabriela de ; Raunig, Burkhard |
Publisher: |
Wien : OeNB |
Subject: | Density Forecasts | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | USA | United States | Deutschland | Germany | Österreich | Austria | Statistische Verteilung | Statistical distribution | Rendite | Prognosequalität | Aktienmarktanalyse | Dichte <Stochastik> | GARCH-Prozess |
Extent: | 39 S. |
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Series: | Working paper. - Wien : ÖNB, ISSN 2310-5321, ZDB-ID 2185553-5. - Vol. 59 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Literaturverz. S. 26 - 27 |
Source: | ECONIS - Online Catalogue of the ZBW |
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de, (2005)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
-
Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de, (2005)
- More ...