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~accessRights:"free"
~isPartOf:"Discussion Paper Series 2"
~person:"Döpke, Jörg"
~subject:"Schätzung"
~subject:"Wirtschaftswachstum"
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Schätzung
Wirtschaftswachstum
Aktienmarkt
1
Börsenkurs
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Deutschland
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Evaluation of forecasting accuracy
1
Forecasting stock market volatility
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Döpke, Jörg
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Discussion Paper Series 2
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Forecasting stock market volatility with macroeconomic variables in real time
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
-
2006
used a new dataset on monthly real-time macroeconomic variables for
Germany
. The dataset covers the period 1994-2005. We …
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