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subject:"Volatility"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~person:"Härdle, Wolfgang"
~subject:"Börsenkurs"
~subject:"Risikomaß"
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Volatility
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Journal of forecasting
Research paper / Quantitative Finance Research Group, University of Technology Sydney
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001619299
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