HYBRID-GARCH : A Generic Class of Models for Volatility Predictions Using Mixed Frequency Data
Year of publication: |
2012
|
---|---|
Authors: | Chen, Xilong |
Other Persons: | Ghysels, Eric (contributor) ; Wang, Fangfang (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (75 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 19, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1815762 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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