Forecast evaluation in the presence of unobserved volatility
Year of publication: |
2004
|
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Authors: | Christodoulakis, George A. ; Satchell, Stephen |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 23.2004, 3, p. 175-198
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Erwartungsnutzen | Expected utility | Theorie | Theory |
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