Bias in the estimation of non-linear transformations of the integrated variance of returns
Richard D. F. Harris and Cherif Guermat
| Year of publication: |
2006
|
|---|---|
| Authors: | Harris, Richard D. F. ; Guermat, Cherif |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 25.2006, 7, p. 481-494
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| 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/10003394896