Forecasting realized volatility with linear and nonlinear univariate models
Michael McAleer and Marcelo C. Medeiros
| Year of publication: |
[2010]
|
|---|---|
| Authors: | McAleer, Michael ; Medeiros, Marcelo C. |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Neuronale Netze | Neural networks | Algorithmus | Algorithm |
| Extent: | Online-Ressource (25 p., 374 Kb) graph. Darst. |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2010,28 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on July 21, 2010) Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 21-25) Mode of access: World Wide Web Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008689073