The empirical similarity approach for volatility prediction
Vasyl Golosnoy; Alain Hamid; Yarema Okhrin
| Year of publication: |
2014
|
|---|---|
| Authors: | Golosnoy, Vasyl ; Hamid, Alain ; Okhrin, Yarema |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 321-329
|
| Subject: | Case based decisions | Empirical similarity | Forecasting combinations | Volatility forecasts | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| 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/10010402690