Volatility forecast comparison using imperfect volatility proxies
Year of publication: |
2006
|
---|---|
Authors: | Patton, Andrew J. |
Publisher: |
Sydney |
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1993-2003 |
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