Parameter instability and forecasting performance : a Monte Carlo study
Costas Anyfantakis, Guglielmo M. Caporale, Nikitas Pittis
| Year of publication: |
2004
|
|---|---|
| Authors: | Anyfantakis, Costas ; Caporale, Guglielmo Maria ; Pittis, Nikitas |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Korrelation | Correlation | Ökonometrie |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 16 S |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 160 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ihs.ac.at/publications/eco/es-160.pdf |
| Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002139996