Volatility forecasts, proxies and loss functions
Erhard Reschenhofer, Manveer Kaur Mangat, Thomas Stark
| Year of publication: |
2020
|
|---|---|
| Authors: | Reschenhofer, Erhard ; Mangat, Manveer Kaur ; Stark, Thomas |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 59.2020, p. 133-153
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| Subject: | HAR | MIDAS | QLIKE | Realized variance | risk-return tradeoff | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437952