Realising the future : forecasting with high-frequency-based volatility (heavy) models
Neil Shephard and Kevin Sheppard
| Year of publication: |
2010
|
|---|---|
| Authors: | Shephard, Neil G. ; Sheppard, Kevin |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 25.2010, 2, p. 197-231
|
| Subject: | Volatilität | Volatility | Prognose | Forecast | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Finanzmarkt | Financial market | Wirtschaftsprognose | Economic forecast |
| 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/10008667609