Forecasting the Realized Variance in the Presence of Intraday Periodicity
Year of publication: |
2019
|
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Authors: | Dumitru, Ana-Maria H. |
Other Persons: | Hizmeri, Rodrigo (contributor) ; Izzeldin, Marwan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Volatilität | Volatility | Theorie | Theory |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 5, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3393464 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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