An evaluation of volatility forecasting techniques
Timothy J. Brailsford ; Robert W. Faff
| Year of publication: |
1996
|
|---|---|
| Authors: | Brailsford, Timothy J. |
| Other Persons: | Faff, Robert W. (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 3, p. 419-438
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Theorie | Theory |
| 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/10001197045