On loss functions and ranking forecasting performances of multivariate volatility models
Sébastien Laurent; Jeroen V. K. Rombouts; Francesco Violante
| Year of publication: |
2013
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|---|---|
| Authors: | Laurent, Sébastien ; Rombouts, Jeroen V. K. ; Violante, Francesco |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 173.2013, 1, p. 1-10
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| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation |
| 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/10009719647