//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Econometric Society"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Forecasting volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
causality in volatility
1
forecasting volatility
1
multivariate GARCH
1
realized volatility
1
temporal aggregation
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Hafner, Christian M.
1
Institution
All
Econometric Society
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, Tufts University
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Vilnius Gediminas Technical University
1
more ...
less ...
Published in...
All
Econometric Society 2004 North American Winter Meetings
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
-
Econometric Society
-
2004
spurious Granger causality will be more common however numerically insignificant.
Forecasting
volatility
, it is generally …
Persistent link: https://www.econbiz.de/10005328998
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->