Forecasting volatility : double averaging and weighted medians
Year of publication: |
2010
|
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Authors: | Reschenhofer, Erhard |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 1.2010, 3/4, p. 317-326
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
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