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subject:"Schätzung"
~isPartOf:"International economic review"
~person:"Bollerslev, Tim"
~person:"Jenkins, Stephen"
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Schätzung
Forecasting model
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Volatility
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Volatilität
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1987-1992
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Bollerslev, Tim
Jenkins, Stephen
Berg, Gerard J. van den
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Atkinson, Scott Estes
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Cornwell, Christopher Mark
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International economic review
Discussion paper series / IZA
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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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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CREATES research paper
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The journal of finance : the journal of the American Finance Association
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Distributional analysis research programme : discussion paper series
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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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