Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2003,35
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Kapitaleinkommen
Börsenkurs
Volatilität
Prognoseverfahren
Zeitreihenanalyse
Theorie
Autokorrelation
Messung
Volatilität
Prognose
Kapitalertrag
Kapitalgewinn
Börsenkurs
Volatilität
Prognoseverfahren
Exponential smoothing
Zeitreihenanalyse
Autokorrelation
Autoregressiver Prozess
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Univ.-Bibliothek Frankfurt am Main
- (wann)
-
2003
- URN
-
urn:nbn:de:hebis:30-10409
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Andersen, Torben
- Bollerslev, Tim
- Diebold, Francis X.
- Univ.-Bibliothek Frankfurt am Main
Entstanden
- 2003
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