Measuring and forecasting financial variability using realised variance
Year of publication: |
2012
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Nielsen, Bent ; Shephard, Neil G. ; Ysusi, Carla |
Published in: |
State space and unobserved component models : theory and applications. - Cambridge [u.a.] : Cambridge University Press, ISBN 978-0-521-83595-4. - 2004, p. 205-235
|
Subject: | Prognoseverfahren | Forecasting model | Messung | Measurement | Varianzanalyse | Analysis of variance | Prognose | Forecast |
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