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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Bollerslev, Tim"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~source:"econstor"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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