Modelling and forecasting noisy realized volatility
Year of publication: |
2011 ; Rev.
|
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Authors: | Asai, Manabu ; McAleer, Michael ; Medeiros, Marcelo C. |
Publisher: |
Rotterdam : Econometric Institute |
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | 1996-2009 |
Extent: | Online-Ressource (PDF-Datei: 37 S., 188,56 KB) |
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Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2011-05 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:1765/22284 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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