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subject:"Schätzung"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Bollerslev, Tim"
~subject:"World"
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Schätzung
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Bollerslev, Tim
Pástor, Ľuboš
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International economic review
Working papers / Rodney L. White Center for Financial Research
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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2
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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