Forecasting realized variance based on macroeconomic uncertainty
Sebastian Vicedom
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Vicedom, Sebastian |
| Published in: |
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market. - Hannover. - 2016, p. 51-114
|
| Subject: | Indexderivat | Index derivative | Börsenkurs | Share price | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | USA | United States | 1996-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011646902