Asymptotic inference about predictive accuracy using high frequency data
Jia Li; Andrew Patton
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Jia ; Patton, Andrew J. |
| Publisher: |
Durham, NC : Duke Univ., Dep. of Economics |
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Extent: | Online-Ressource (32 S.) |
|---|---|
| Series: | ERID working paper. - Durham, NC : [Verlag nicht ermittelbar], ZDB-ID 2670065-7. - Vol. 163 |
| 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/10010231970