Monografie
Predictive density estimators for daily volatility based on the use of realized measures
- Language
-
Englisch
- Identifier
-
oai:gesis.izsoz.de:document/21235
1191913929
Subject
Wirtschaft
Contributor
- DOI
-
10.1016/j.jeconom.2008.12.015
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:56 PM CET
Object type
- Monografie
Associated
Other Objects (12)
Predictive density estimators for daily volatility based on the use of realized measures
Predictive inference for integrated volatility
Predictive Density Evaluation
Predictive inference for integrated volatility
Predictive density evaluation
Predictive inference for integrated volatility
Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Predective Density and Conditional Confidence Interval Accuracy Tests
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
A simulation based specification test for diffusion processes
Predictive density estimators for daily volatility based on the use of realized measures
Predictive inference for integrated volatility
Predictive Density Evaluation
Predictive inference for integrated volatility
Predictive density evaluation
Predictive inference for integrated volatility
Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Predective Density and Conditional Confidence Interval Accuracy Tests
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
A simulation based specification test for diffusion processes
Predictive density estimators for daily volatility based on the use of realized measures
Predictive inference for integrated volatility
Predictive Density Evaluation
Predictive inference for integrated volatility
Predictive density evaluation
Predictive inference for integrated volatility
Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Predective Density and Conditional Confidence Interval Accuracy Tests
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk