Volatility forecasting

Torben G. Andersen ...

Year of publication:	22 Febr. 2005
Authors:	Andersen, Torben ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X.
Publisher:	Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania
Subject:	Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Theorie \| Theory \| Risikomaß \| Risk measure

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