Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Year of publication: |
2014
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Authors: | Reeves, Jonathan J. ; Xie, Xuan |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 4/6, p. 347-356
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Subject: | financial risk management | high-frequency returns | realized volatility | time-series modelling | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model |
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