Modeling and forecasting realized volatility
by Torben G. Andersen ...
| Year of publication: |
2003
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|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Labys, Paul |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 2, p. 579-625
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| Subject: | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Prognose | Forecast | Deutschland | Germany | USA | United States | Japan |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001750369