Forecasting daily return densities from intraday data : a multifractal approach
Mark Hallam; Jose Olmo
| Year of publication: |
2014
|
|---|---|
| Authors: | Hallam, Mark ; Olmo, Jose |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 4, p. 863-881
|
| Subject: | Density forecasts | Volatility forecasting | Multifractal | Unifractal | Intraday | Finance | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010517781