Sampling properties of criteria for evaluating GARCH volatility forecasts
Year of publication: |
2007
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Authors: | Ulu, Yasemin |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 7/9, p. 671-681
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Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Stichprobenerhebung | Sampling | Wechselkurs | Exchange rate | Aktienindex | Stock index | USA | United States | Japan | Kanada | Canada | 1984-2001 |
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