Forecasting Realized Volatility With Kernel Ridge Regression
Year of publication: |
2018
|
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Authors: | LeBaron, Blake |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 9, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3229272 [DOI] |
Classification: | c58 ; C32 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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