Robust Forecasting of Dynamic Conditional Correlation GARCH Models
Year of publication: |
2013
|
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Authors: | Boudt, Kris |
Other Persons: | Danielsson, Jon (contributor) ; Laurent, Sébastien (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Volatilität | Volatility |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Forecasting 29, 244-257 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 18, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1717796 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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