Modelling and forecasting multivariate realized volatility
Year of publication: |
2011
|
---|---|
Authors: | Halbleib, Roxana ; Voev, Valeri |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 6, p. 922-947
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
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