Evaluating the predictive accuracy of volatility models
Year of publication: |
2001
|
---|---|
Authors: | López, José A. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 20.2001, 2, p. 87-109
|
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Wechselkurs | Exchange rate | Theorie | Theory |
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