Out of Sample Forecast of Quadratic Variation
Year of publication: |
2006-06-01
|
---|---|
Authors: | At-Sahalia, Yacine ; Mancini, Loriano |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Volatilität | Prognose | Messfehler |
Extent: | 43 p. application/pdf |
---|---|
Series: | Working Paper ; 292 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Econometrics ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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