Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Yin Liao, Heather M. Anderson and Farshid Vahid
| Year of publication: |
2010
|
|---|---|
| Authors: | Liao, Yin ; Anderson, Heather M. ; Vahid, Farshid |
| Publisher: |
Canberra : ANU College of Business & Economics |
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis |
| Extent: | Online-Ressource (30, 14 S., 1098 Kb) graph. Darst. |
|---|---|
| Series: | Working papers in economics and econometrics. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2387598-7. - Vol. 520 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 0-86831-520-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008657960