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subject:"Schätzung"
~isPartOf:"International economic review"
~person:"Bollerslev, Tim"
~subject:"World"
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Schätzung
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Forecasting model
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Volatility
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Volatilität
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1987-1992
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Bollerslev, Tim
Berg, Gerard J. van den
3
Atkinson, Scott Estes
2
Bishop, John A.
2
Bontemps, Christian
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Chambers, Marcus J.
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Cornwell, Christopher Mark
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Robin, Jean-Marc
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International economic review
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CREATES research paper
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ERID working paper
2
Journal of applied econometrics
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Journal of econometrics
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Journal of international money and finance
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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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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