Testing for longer horizon predictabiblity of return volatility with an application to the German DAX:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Wien
Östereichische Nationalbank
2003
|
| Series: | Working papers / Österreichische Nationalbank
86 |
| Subjects: | |
| Physical Description: | 36 S. graph. Darst. |
Staff View
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| indexdate | 2024-07-09T19:20:06Z |
| institution | BVB |
| language | English |
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| spelling | Raunig, Burkhard Verfasser aut Testing for longer horizon predictabiblity of return volatility with an application to the German DAX Burkhard Raunig Wien Östereichische Nationalbank 2003 36 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working papers / Österreichische Nationalbank 86 Ökonometrisches Modell Risk Forecasting Econometric models Stock price forecasting Germany Econometric models Deutschland Österreichische Nationalbank Working papers 86 (DE-604)BV010483161 86 |
| spellingShingle | Raunig, Burkhard Testing for longer horizon predictabiblity of return volatility with an application to the German DAX Ökonometrisches Modell Risk Forecasting Econometric models Stock price forecasting Germany Econometric models |
| title | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX |
| title_auth | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX |
| title_exact_search | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX |
| title_full | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX Burkhard Raunig |
| title_fullStr | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX Burkhard Raunig |
| title_full_unstemmed | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX Burkhard Raunig |
| title_short | Testing for longer horizon predictabiblity of return volatility with an application to the German DAX |
| title_sort | testing for longer horizon predictabiblity of return volatility with an application to the german dax |
| topic | Ökonometrisches Modell Risk Forecasting Econometric models Stock price forecasting Germany Econometric models |
| topic_facet | Ökonometrisches Modell Risk Forecasting Econometric models Stock price forecasting Germany Econometric models Deutschland |
| volume_link | (DE-604)BV010483161 |
| work_keys_str_mv | AT raunigburkhard testingforlongerhorizonpredictabiblityofreturnvolatilitywithanapplicationtothegermandax |