Predictive Inference for Integrated Volatility
Year of publication: |
2007
|
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Authors: | Corradi, Valentina ; Distaso, Walter ; Swanson, Norman R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Induktive Statistik | Statistical inference | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (54 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2006 erstellt |
Other identifiers: | 10.2139/ssrn.966393 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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