Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Dilip Kumar
| Year of publication: |
June 2018
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| Authors: | Kumar, Dilip |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 9, p. 1599-1613
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| Subject: | Volatility Modeling | Volatility Forecasting | Forecast Evaluation | Economic Significance Analysis | Bias-Corrected Extreme Value Estimator | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.89102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011888653