Volatility prediction using a realized-measure-based component model
Diaa Noureldin
| Year of publication: |
2022
|
|---|---|
| Authors: | Noureldin, Diaa |
| Subject: | RMBC | HEAVY | component volatility | predictive ability tests | time-varying-parameter models | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878187