Predicting Volatility : Getting the Most Out of Return Data Sampled at Different Frequencies
Year of publication: |
[2012]
|
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Authors: | Ghysels, Eric |
Other Persons: | Santa-Clara, Pedro (contributor) ; Valkanov, Rossen I. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (45 p) |
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Series: | NBER Working Paper ; No. w10914 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2004 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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