New Evidence of the Marginal Predictive Content of Small and Large Jumps
| Year of publication: |
2019
|
|---|---|
| Authors: | Yu, Bo |
| Other Persons: | Mizrach, Bruce (contributor) ; Swanson, Norman R. (contributor) |
| Publisher: |
[2019]: [S.l.] : SSRN |
| Subject: | Prognoseverfahren | Forecasting model |
| Description of contents: |
In an important paper, Bo ...
Abstract [papers.ssrn.com]
; Abstract [doi.org]
|
| Extent: | 1 Online-Ressource (59 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2019 erstellt Volltext nicht verfügbar |
| Other identifiers: | 10.2139/ssrn.3440320 [DOI] |
| Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c58 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012864376