Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Salman Ahmed, Nandini Srivastava and Stephen Satchell
| Year of publication: |
2018
|
|---|---|
| Authors: | Ahmed, Salman ; Srivastava, Nandini ; Satchell, Stephen |
| Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 75-109
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World |
| 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/10011978489