Doubly multiplicative error models with long- and short-run components
A. Amendola, V. Candila, F. Cipollini, G. M. Gallo
| Year of publication: |
2024
|
|---|---|
| Authors: | Amendola, Adalgiso ; Candila, V. ; Cipollini, F. ; Gallo, Giampiero M. |
| Subject: | Financial markets | GARCH | HAR | MIDAS | Multiplicative error model | Realized volatility | Volatilität | Volatility | Kointegration | Cointegration | Theorie | Theory | Finanzmarkt | Financial market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.seps.2023.101764 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014528556