Choosing the best volatility models : the model confidence set approach
Peter Reinhard Hansen, Asger Lunde an James M. Nason
| Year of publication: |
2003
|
|---|---|
| Authors: | Hansen, Peter Reinhard ; Lunde, Asger ; Nason, James Michael |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 65.2003, suppl, p. 839-861
|
| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Theorie | Theory | USA | United States | Data Mining | Data mining |
| Extent: | graph. Darst |
|---|---|
| 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/10001860213