Forecasting performance of extreme-value volatility estimators
Vipul; Joshy Jacob
| Year of publication: |
2007
|
|---|---|
| Authors: | Vipul ; Jacob, Joshy |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 11, p. 1085-1105
|
| Subject: | Volatilität | Volatility | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Indien | India | 2001-2005 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003627061