Exponential Smoothing, Long Memory and Volatility Prediction
Year of publication: |
2014
|
---|---|
Authors: | Proietti, Tommaso |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | CEIS Working Paper ; No. 319 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 4, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2475784 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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