On the Independence of the Standardized One-Step-Ahead Prediction Errors in Arch Models
Year of publication: |
2009
|
---|---|
Authors: | Degiannakis, Stavros Antonios ; Xekalaki, Evdokia |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
-
Ökonometrische Untersuchungen zur Aktienindexprognose durch technische Börsenindikatoren
Vieker, Michael, (1993)
-
Tschentscher, Holger, (1994)
-
Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech, (1991)
- More ...
-
Autoregressive Conditional Heteroscedasticity (Arch) Models : A Review
Degiannakis, Stavros Antonios, (2007)
-
Predictability and Model Selection in the Context of Arch Models
Degiannakis, Stavros Antonios, (2005)
-
Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market
Xekalaki, Evdokia, (2005)
- More ...