Trade versus time series based volatility forecasts : evidence from the Austrian stock market
Alfred Lehar, Martin Scheicher and Günter Strobl
| Year of publication: |
2001
|
|---|---|
| Authors: | Lehar, Alfred ; Scheicher, Martin ; Strobl, Günter |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 15.2001, 4, p. 500-515
|
| Subject: | Kapitalanlage | Financial investment | Rendite | Yield | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Österreich | Austria |
| 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/10001866059