Forecasting realized volatility measures with multivariate and univariate models : the case of the US banking sector
Gianluca Cubadda, Alain Hecq, and Antonio Riccardo
| Year of publication: |
2019
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|---|---|
| Authors: | Cubadda, Gianluca ; Hecq, Alain W. J. ; Riccardo, Antonio |
| Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 286-307
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | Bank | Statistische Verteilung | Statistical distribution |
| 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://www.econbiz.de/10012249154