Evaluating density forecasts from models of stock market returns
Gabriela De Raaij & Burkhard Raunig
| Year of publication: |
2005
|
|---|---|
| Authors: | Raaij, Gabriela de ; Raunig, Burkhard |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 2, p. 151-166
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| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | USA | United States | Deutschland | Germany | Österreich | Austria | Statistische Verteilung | Statistical distribution |
| 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/10002841826