Evaluating density forecasts with an application to stock market returns
Gabriela de Raaij ; Burkhard Raunig
| Year of publication: |
2002
|
|---|---|
| Authors: | Raaij, Gabriela de ; Raunig, Burkhard |
| Publisher: |
Frankfurt am Main : Dt. Bundesbank |
| Subject: | Kursprognose | GARCH-Prozess |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 30 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank. - Frankfurt am Main : Dt. Bundesbank. - Vol. 02,08 |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Zsfassung in dt. und engl. Sprache |
| ISBN: | 3-935821-05-0 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004772191