Predicting volatility : getting the most out of return data sampled at different frequencies
Year of publication: |
2004
|
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Authors: | Ghysels, Eric ; Santa-Clara, Pedro ; Valkanov, Rossen |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | USA | United States |
Extent: | 43 S graph. Darst |
---|---|
Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 10914 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Internetausg.: http://papers.nber.org/papers/w10914.pdf - lizenzpflichtig Literaturverz. S. 28 - 32 |
Source: | ECONIS - Online Catalogue of the ZBW |
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