Forecasting Financial Volatility with Combined QML and LAD-ARCH Estimators of the GARCH Model
Year of publication: |
2013
|
---|---|
Authors: | Cheung, Liam |
Other Persons: | Galbraith, John W. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 16, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2326647 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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