Content horizons for conditional variance forecasts
John W. Galbraith, Turgut Kıṣınbay
| Year of publication: |
2005
|
|---|---|
| Authors: | Galbraith, John W. ; Kıṣınbay, Turgut |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 21.2005, 2, p. 249-260
|
| Subject: | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Devisenmarkt | Foreign exchange market | Theorie | Theory | USA | United States | Deutschland | Germany | Japan |
| 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/10002687836