Predicting stock return volatility : can we benefit from regression models for return intervals?
Henning Fischer, Ángela Blanco-Fernández and Peter Winker
| Year of publication: |
March 2016
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|---|---|
| Authors: | Fischer, Henning ; Blanco-Fernández, Ángela ; Winker, Peter |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 2, p. 113-146
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| Subject: | volatility forecasting | time-varying variance | interval data | interval regression | range data | CAPM | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2371 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580244