Financial asset returns, direction-of-change forecasting, and volatility dynamics:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10009 |
| Schlagworte: | |
| Beschreibung: | 21, [16] S. graph. Darst. |
Internformat
MARC
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| 650 | 4 | |a Investments |x Mathematical models | |
| 650 | 4 | |a Risk |x Mathematical models | |
| 650 | 4 | |a Securities |x Prices |x Mathematical models | |
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Datensatz im Suchindex
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| author | Christoffersen, Peter F. 1967-2018 Diebold, Francis X. 1959- |
| author_GND | (DE-588)128551224 (DE-588)123909104 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV017780537 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:21:43Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010676962 |
| oclc_num | 53248779 |
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| physical | 21, [16] S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Christoffersen, Peter F. 1967-2018 Verfasser (DE-588)128551224 aut Financial asset returns, direction-of-change forecasting, and volatility dynamics Peter F. Christoffersen ; Francis X. Diebold Cambridge, Mass. National Bureau of Economic Research 2003 21, [16] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10009 Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10009 (DE-604)BV002801238 10009 |
| spellingShingle | Christoffersen, Peter F. 1967-2018 Diebold, Francis X. 1959- Financial asset returns, direction-of-change forecasting, and volatility dynamics National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| title | Financial asset returns, direction-of-change forecasting, and volatility dynamics |
| title_auth | Financial asset returns, direction-of-change forecasting, and volatility dynamics |
| title_exact_search | Financial asset returns, direction-of-change forecasting, and volatility dynamics |
| title_full | Financial asset returns, direction-of-change forecasting, and volatility dynamics Peter F. Christoffersen ; Francis X. Diebold |
| title_fullStr | Financial asset returns, direction-of-change forecasting, and volatility dynamics Peter F. Christoffersen ; Francis X. Diebold |
| title_full_unstemmed | Financial asset returns, direction-of-change forecasting, and volatility dynamics Peter F. Christoffersen ; Francis X. Diebold |
| title_short | Financial asset returns, direction-of-change forecasting, and volatility dynamics |
| title_sort | financial asset returns direction of change forecasting and volatility dynamics |
| topic | Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| topic_facet | Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT christoffersenpeterf financialassetreturnsdirectionofchangeforecastingandvolatilitydynamics AT dieboldfrancisx financialassetreturnsdirectionofchangeforecastingandvolatilitydynamics |