Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Torben G. Andersen; Tim Bollerslev; Steve Lange
| Year of publication: |
1999
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Lange, Steve |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6.1999, 5, p. 457-477
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| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Wechselkurs | Exchange rate | Deutsche Mark | US-Dollar | US dollar | USA | United States | 1986-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001505784