Evaluating volatility dynamics and the forecasting ability of Markov switching models
George S. Parikakis and Anna Merika
| Year of publication: |
2009
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|---|---|
| Authors: | Parikakis, George S. ; Merika, Anna |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 8, p. 736-744
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| Subject: | Markov-Kette | Markov chain | Volatilität | Volatility | Random Walk | Random walk | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003918209