Good Volatility, Bad Volatility : Signed Jumps and the Persistence of Volatility
Year of publication: |
2013
|
---|---|
Authors: | Patton, Andrew J. |
Other Persons: | Sheppard, Kevin (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Aktie | Share |
Extent: | 1 Online-Ressource (63 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economic Research Initiatives at Duke (ERID) Working Paper No. 168 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2013 erstellt |
Classification: | c58 ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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