Volatility forecasting with smooth transition exponential smoothing
Year of publication: |
2004
|
---|---|
Authors: | Taylor, James W. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 2, p. 273-286
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
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