Exploiting the errors : a simple approach for improved volatility forecasting
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
| Year of publication: |
May 2016
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|---|---|
| Authors: | Bollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, Rogier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 1-18
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| Subject: | Realized volatility | Forecasting | Measurement errors | HAR | HARQ | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610646