Evaluating volatility and interval forecasts
Year of publication: |
1999
|
---|---|
Authors: | Taylor, James W. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 18.1999, 2, p. 111-128
|
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Maßzahl | Statistical measures |
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