Volatility forecast comparison using imperfect volatility proxies
Andrew Patton
| Year of publication: |
2006
|
|---|---|
| Authors: | Patton, Andrew J. |
| Publisher: |
Sydney |
| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1993-2003 |
| Extent: | 38 S. graph. Darst. |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ISSN 1441-8010, ZDB-ID 2163440-3. - Vol. 175 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.business.uts.edu.au/qfrc/research/research_papers/rp175.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003329784