Forecast Evaluation of Explanatory Models of Financial Return Variability
Year of publication: |
2008
|
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Authors: | Sucarrat, Genaro |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Kapitalertrag | Wechselkurs | Volatilität | Prognoseverfahren | Zeitreihenanalyse | Vergleich | Simulation | Theorie | Return variability forecasting | financial volatility | explanatory modelling |
Series: | Economics Discussion Papers ; 2008-18 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 565667246 [GVK] hdl:10419/17990 [Handle] RePEc:zbw:ifwedp:7263 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing ; F37 - International Finance Forecasting and Simulation ; F31 - Foreign Exchange |
Source: |
-
Forecast Evaluation of Explanatory Models of Financial Variability
Sucarrat, Genaro, (2009)
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Forecast evaluation of explanatory models of financial variability
Sucarrat, Genaro, (2009)
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Forecast Evaluation of Explanatory Models of Financial Return Variability
Sucarrat, Genaro, (2011)
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Forecast Evaluation of Explanatory Models of Financial Variability
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General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc, (2008)
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Exchange rate volatility and the mixture of distribution hypothesis
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