Volatility, jumps, and predictability of returns : a sequential analysis
Davide Raggi and Silvano Bordignon
| Year of publication: |
2011
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|---|---|
| Authors: | Raggi, Davide ; Bordignon, Silvano |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 6, p. 669-695
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Aktienindex | Stock index | Theorie | Theory | USA | United States | 1985-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009269794