Do high-frequency-based measures improve conditional covariance forecasts?
Denisa Banulescu-Radu and Elena Dumitrescu
| Year of publication: |
2019
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|---|---|
| Authors: | Banulescu-Radu, Denisa ; Dumitrescu, Elena-Ivona |
| Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 261-285
|
| Subject: | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249141