Forecasting realized volatility models : the benefits of bagging and nonlinear specifications
Eric Hillebrand; Marcelo C. Medeiros
| Year of publication: |
Aug. 2007
|
|---|---|
| Other Persons: | Hillebrand, Eric (contributor) ; Medeiros, Marcelo C. (contributor) |
| Publisher: |
Rio de Janeiro : Dep. de Economía, PUC-RIO |
| Subject: | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
| Extent: | Online-Ressource, 28 S., Text graph. Darst. |
|---|---|
| Series: | Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia. - Rio de Janeiro : [Verlag nicht ermittelbar], ZDB-ID 2451506-1. - Vol. 547 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | hdl:10419/176030 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003520949