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ARCH model 1 ARCH-Modell 1 Analysis of variance 1 Estimation 1 Estimation theory 1 Forecast 1 Forecasting model 1 Heterogeneous Autoregressive (HAR) model 1 Prognose 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Varianzanalyse 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 forecast evaluation 1 realized variance 1 variance forecasting 1 variance modeling 1
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Cipollini, Fabrizio 1 Gallo, Giampiero M. 1 Palandri, Alessandro 1
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Journal of financial econometrics 1
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Did you mean: subject:"variable modeling" (10 results)
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Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - In: Journal of financial econometrics 18 (2020) 3, pp. 532-555
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