Modeling and forecasting the additive bias corrected extreme value volatility estimator
Dilip Kumar; S. Maheswaran
| Year of publication: |
2014
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 166-176
|
| Subject: | Volatility modeling | Volatility forecasting | Forecast evaluation | Bias corrected extreme value estimator | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | ARCH-Modell | ARCH model | Schätzung | Estimation | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
| 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/10010529043