Predicting volatility: getting the most out of return data sampled at different frequencies
Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov
| Year of publication: |
2006
|
|---|---|
| Authors: | Ghysels, Eric ; Santa-Clara, Pedro ; Valkanov, Rossen I. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 59-95
|
| Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | USA | United States |
| 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/10003298564