- Language
-
Englisch
- Bibliographic citation
-
Series: Tinbergen Institute Discussion Paper; No. 17-017/III
Subject (what)
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Forecasting Models; Simulation Methods
Financial Econometrics
Financial Forecasting and Simulation
Forecasting
Volatility
Futures
Realized Volatility
Realized Kernel
Leverage Effects
Long Memory.
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Forecasting Models; Simulation Methods
Financial Econometrics
Financial Forecasting and Simulation
Forecasting
Volatility
Futures
Realized Volatility
Realized Kernel
Leverage Effects
Long Memory.
Contributor
Asai, Manabu
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
Published
Amsterdam and Rotterdam: Tinbergen Institute
- Rights
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Last update
-
18.10.2021, 8:56 AM CEST
Object type
- Arbeitspapier
Associated
- Asai, Manabu
- McAleer, Michael
- Amsterdam and Rotterdam: Tinbergen Institute
Time of origin
- Amsterdam and Rotterdam: Tinbergen Institute
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