Three essays on volatility forecasting and forecast evaluation
vorgelegt von Onno Kleen
| Year of publication: |
04 Aug. 2020
|
|---|---|
| Authors: | Kleen, Onno |
| Other Persons: | Conrad, Christian (degree supervisor) |
| Publisher: |
2020: Heidelberg : Universitätsbibliothek Heidelberg |
| Subject: | Economic forecasting | forecast evaluation | volatility | portfolio analysis | GARCH-MIDAS | low-volatility anomaly | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (iii, 157 Seiten) Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Ruprecht-Karls-Universit ̈at Heidelberg, 2020 |
| Notes: | Betreuer: Christian Conrad Freie Schlagwörter: Economic forecasting, forecast evaluation, volatility, portfolio analysis, GARCH-MIDAS, low-volatility anomaly |
| Other identifiers: | 10.11588/heidok.00028723 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436127