On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
Year of publication: |
2012
|
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Authors: | Laurent, Sébastien |
Other Persons: | Rombouts, J. V. K. (contributor) ; Violante, Francesco (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Deutschland | Germany | Ranking-Verfahren | Ranking method |
Extent: | 1 Online-Ressource (65 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1507090 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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