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person:"McAleer, Michael"
~isPartOf:"Discussion paper / Institute of Social and Economic Research"
~isPartOf:"Journal of economic surveys"
~person:"Ling, Shiqing"
~subject:"Neuronale Netze"
~subject:"Volatility"
~type:"article"
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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
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A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
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