Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Ray Yeutien Chou
| Year of publication: |
2005
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|---|---|
| Authors: | Chou, Ray Yeutien |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 37.2005, 3, p. 561-582
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| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | USA | United States | Autokorrelation | Autocorrelation | 1982-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 580-582 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003012785