Generating composite volatility forecasts with random factor betas
George A. Christodoulakis
| Year of publication: |
2007
|
|---|---|
| Authors: | Christodoulakis, George A. |
| Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 391-406
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873031