Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
Year of publication: |
2003-09-22
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Authors: | Raunig, Burkhard |
Institutions: | Oesterreichische Nationalbank |
Subject: | financial returns volatility | predictability | forecasting | interval forecast evaluation | density forecast evaluation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The price is Free subject to availability 4 pages long |
Classification: | G10 - General Financial Markets. General ; C53 - Forecasting and Other Model Applications |
Source: |
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Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
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