Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Year of publication: |
1998
|
---|---|
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
|
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 |
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