Evaluating volatility and interval forecasts
James W. Taylor
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001368220