Forecasting Volatility Using High Frequency Data
| Year of publication: |
2018
|
|---|---|
| Authors: | Hansen, Peter Reinhard |
| Other Persons: | Lunde, Asger (contributor) |
| Publisher: |
[2018]: [S.l.] : SSRN |
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Description of contents: |
Handbook chapter on volatility forecasting using high-frequency data, with surveys of reduced-form volatility forecasts and model-based volatility forecasts
|
| Extent: | 1 Online-Ressource (37 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: In The Oxford Handbook of Economic Forecasting, 2011, DOI: 10.1093/oxfordhb/9780195398649.013.0020 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 09, 2010 erstellt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012919209