Volatility prediction : a study with structural breaks

Dilip Kumar

Year of publication:	April 2018
Authors:	Kumar, Dilip
Published in:	Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 6, p. 1218-1231
Subject:	CARR Model \| AddRS Estimator \| Volatility Forecast Evaluation \| GARCH Family of Models \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Strukturbruch \| Structural break \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis

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