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~isPartOf:"Econometric reviews"
~person:"Corsi, Fulvio"
~person:"Jacquier, Antoine (Jack)"
~person:"Medeiros, Marcelo C."
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Corsi, Fulvio
Jacquier, Antoine (Jack)
Medeiros, Marcelo C.
McAleer, Michael
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The benefits of bagging for forecast models of realized
volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
2
The
volatility
of realized
volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
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