Realized Range Volatility Forecasting : Dynamic Features and Predictive Variables
Year of publication: |
2013
|
---|---|
Authors: | Caporin, Massimiliano |
Other Persons: | Velo, Gabriel G. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 26, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2322637 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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