Forecasting multivariate realized stock market volatility
Year of publication: |
2010
|
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Authors: | Bauer, Gregory H. ; Vorkink, Keith |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 93-101
|
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Multivariate Analyse | Multivariate analysis |
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