Rank-invariance conditions for the comparison of volatility forecasts
Alessandro Palandri
| Year of publication: |
2022
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|---|---|
| Authors: | Palandri, Alessandro |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 1, p. 155-175
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| Subject: | Volatility forecasts | forecast comparison | consistent rankings | Minkowski metric | quadratic variation | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utab012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878903