Local adaptive multiplicative error models for high-frequency forecasts
Wolfgang K. Härdle, Nikolaus Hautsch and Andrija Mihoci
| Year of publication: |
2015
|
|---|---|
| Authors: | Härdle, Wolfgang ; Hautsch, Nikolaus ; Mihoci, Andrija |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 30.2015, 4, p. 529-550
|
| Subject: | Statistische Bestandsanalyse | Duration analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10011332871