Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
Year of publication: |
[2005]
|
---|---|
Authors: | De Pooter, Michiel |
Other Persons: | Martens, Martin (contributor) ; van Dijk, Dick J. C. (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 21, 2005 erstellt |
Other identifiers: | 10.2139/ssrn.829545 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
An Artificial Stock Market: Asset Pricing and Endogenous Expectations using Neural Nets
Sommer, Joerg, (1998)
-
Financial risk aversion and household asset diversification
Barasinska, Nataliya, (2008)
-
Badunenko, Oleg, (2009)
- More ...
-
Modeling and Forecasting S&P 500 Volatility : Long Memory, Structural Breaks and Nonlinearity
Martens, Martin, (2007)
-
De Pooter, Michiel, (2010)
-
Term Structure Forecasting Using Macro Factors and Forecast Combination
De Pooter, Michiel, (2010)
- More ...