Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Year of publication: |
[2009]
|
---|---|
Authors: | Christoffersen, Peter |
Other Persons: | Diebold, Francis X. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Series: | NBER Working Paper ; No. w10009 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2003 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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