Forecasting One-Day-Ahead VAR and Intra-Day Realized Volatility in the Athens Stock Exchange Market
Year of publication: |
[2007]
|
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Authors: | Angelidis, Timotheos |
Other Persons: | Degiannakis, Stavros Antonios (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Managerial Finance, 2005 |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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