Validation of volatility models
Malik Magdon-Ismail and Yaser S. Abu-Mostafa
| Year of publication: |
1998
|
|---|---|
| Authors: | Magdon-Ismail, Malik ; Abu-Mostafa, Yaser S. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 17.1998, 5/6, p. 349-368
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001363172