Forecasting realized volatility with linear and nonlinear univariate models
Year of publication: |
2011
|
---|---|
Authors: | McAleer, Michael ; Medeiros, Marcelo C. |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 25.2011, 1, p. 6-18
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Neuronale Netze | Neural networks | Algorithmus | Algorithm |
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