Evaluating monthly volatility forecasts using proxies at different frequencies
Trino-Manuel Ñíguez
| Year of publication: |
May 2016
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|---|---|
| Authors: | Ñíguez, Trino-Manuel |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 41-47
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| Subject: | Data frequency | Leverage effect | Mixed data sampling | Models ranking | Volatility proxy | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596208