Improving the CARR model using extreme range estimators
José Luis Miralles-Marcelo, José Luis Miralles-Quirós and María del Mar Miralles-Quirós
| Year of publication: |
2013
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|---|---|
| Authors: | Miralles Marcelo, José Luis ; Miralles-Quirós, José Luis ; Miralles-Quirós, María del Mar |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 19/21, p. 1635-1647
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| Subject: | CARR | GARCH | range estimators | forecasting performance | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259753