A practical guide to volatility forecasting through calm and storm
Christian Brownlees; Robert Engle; Bryan Kelly
| Year of publication: |
2012
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|---|---|
| Authors: | Brownlees, Christian ; Engle, Robert F. ; Kelly, Bryan T. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 14.2011/12, 2, p. 3-22
|
| Subject: | Volatilität | Volatility | Aktienindex | Stock index | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | 1990-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009422364