Forecasting Volatility Using Double Shrinkage Methods
Year of publication: |
2019
|
---|---|
Authors: | Cheng, Mingmian |
Other Persons: | Swanson, Norman R. (contributor) ; Yang, Xiye (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3440326 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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