Evaluating volatility and correlation forecasts
Andrew J. Patton and Kevin Sheppard
| Year of publication: |
2009
|
|---|---|
| Authors: | Patton, Andrew J. ; Sheppard, Kevin |
| Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 801-838
|
| Subject: | Volatilität | Volatility | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003834236