Forecasting realized volatility : a Bayesian model-averaging approach
Year of publication: |
2009
|
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Authors: | Liu, Chun ; Maheu, John M. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 24.2009, 5, p. 709-733
|
Subject: | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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