Predicting Returns with a Co-Fractional VAR Model
Year of publication: |
2011
|
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Authors: | Osterrieder, Daniela |
Other Persons: | Schotman, Peter C. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Risikomaß | Risk measure | Prognose | Forecast | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 13, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1745020 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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