The economic value of volatility forecasts : a conditional approach
Year of publication: |
2014
|
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Authors: | Taylor, Nicholas |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 3, p. 433-478
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Subject: | economic value | forecasting | volatility | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | Inflationserwartung | Inflation expectations |
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