Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Year of publication: |
October 2003
|
---|---|
Authors: | Christoffersen, Peter F. |
Other Persons: | Diebold, Francis X. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w10009 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w10009 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra, (2015)
-
Su, Jung-bin, (2015)
-
Asset-pricing implications of dividend volatility
Li, Yan, (2013)
- More ...
-
Andersen, Torben G., (2005)
-
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Andersen, Torben G., (2005)
-
How Relevant is Volatility Forecasting for Financial Risk Management?
Christoffersen, Peter F., (1998)
- More ...