Testing for longer horizon predictability of return volatility with an application to the German DAX
Burkhard Raunig
| Year of publication: |
2003
|
|---|---|
| Authors: | Raunig, Burkhard |
| Publisher: |
Wien : ÖNB |
| Subject: | Deutschland | Germany | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Extent: | 36 S. graph. Darst. b |
|---|---|
| Series: | Working paper. - Wien : ÖNB, ISSN 2310-5321, ZDB-ID 2185553-5. - Vol. 86 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www2.oenb.at/workpaper/wp86.pdf Literaturverz. S. 19 - 21 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001815044