Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Year of publication: |
2019
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Authors: | Kumar, Dilip |
Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 13.2019, 1, p. 3-28
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Subject: | the AddRS volatility estimator | volatility prediction | volatility components | economic significance analysis | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Schätzung | Estimation | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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