Prediction power of high-frequency based volatility measures : a model based approach
Alain Hamid
| Year of publication: |
2015
|
|---|---|
| Authors: | Hamid, Alain |
| Published in: |
Review of managerial science. - Berlin : Springer, ISSN 1863-6683, ZDB-ID 2296460-5. - Vol. 9.2015, 3, p. 549-576
|
| Subject: | Realized variance | Volatility forecasts | Empirical similarity | High frequency data | Model evaluation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| 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/10011283668