Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
By Torben G. Andersen, Tim Bollerslev, and Nour Meddahi
| Year of publication: |
2005
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| Authors: | Andersen, Torben ; Bollerslev, Tim ; Meddahi, Nour |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 1, p. 279-296
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| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | USA | United States | Deutschland | Germany | Japan | 1986-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 295 - 296 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002568170