The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk
Year of publication: |
2011
|
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Authors: | Dobrev, Dobrislav |
Other Persons: | Szerszen, Pawel (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM |
Extent: | 1 Online-Ressource (48 p) |
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Series: | FEDS Working Paper ; No. 2010-45 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 25, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1895533 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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