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isPartOf:"Tinbergen Institute research series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
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Prognoseverfahren
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Andersen, Torben
Schorfheide, Frank
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Wang, Yudong
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Barsky, Robert B.
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Bryan, Michael F.
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Cecchetti, Stephen G.
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Diebold, Francis X.
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Tinbergen Institute research series
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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