Answering the skeptics : yes, standard volatility models do provide accurate forecasts
by Torben G. Andersen and Tim Bollerslev
| Year of publication: |
1998
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|---|---|
| Authors: | Andersen, Torben |
| Other Persons: | Bollerslev, Tim (contributor) |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 39.1998, 4, p. 885-905
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Bewertung | Evaluation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | US-Dollar | US dollar | Yen | Deutsche Mark | Welt | World | 1987-1992 |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| 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/10001338809