Optimal combinations of realised volatility estimators
Andrew J. Patton; Kevin Sheppard
| Year of publication: |
2009
|
|---|---|
| Authors: | Patton, Andrew J. ; Sheppard, Kevin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 25.2009, 2, p. 218-238
|
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003870045