A nonparametric approach to forecasting realized volatility
Adam Clements; Ralf Becker
| Year of publication: |
2009
|
|---|---|
| Authors: | Clements, Adam ; Becker, Ralf |
| Publisher: |
[S.l.] : National Centre for Econometric Research |
| Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Theorie | Theory | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Extent: | Online-Ressource (11 S., 410.32 Kb) graph. Darst. |
|---|---|
| Series: | NCER working paper series. - [S.l.] : [s.n.], ZDB-ID 2451015-4. - Vol. 43 |
| 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 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003880632