Quantile forecast combinations in realised volatility prediction
Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos, Spyridon D. Vrontos
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Meligkotsidou, Loukia ; Panopulu, Aikaterinē ; Vrontos, Ioannis D. ; Vrontos, Spyridon D. |
| Publisher: |
Canterbury : Kent Business School |
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 44 Seiten) |
|---|---|
| Series: | Working papers / University of Kent, Kent Business School. - Canterbury : KBS, ISSN 1748-7595, ZDB-ID 2764862-X. - Vol. no. 311 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453994