A comprehensive look at financial volatility prediction by economic variables
Year of publication: |
2012
|
---|---|
Authors: | Christiansen, Charlotte ; Schmeling, Maik ; Schrimpf, Andreas |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 6, p. 956-977
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory |
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