Financial asset returns, direction-of-change forecasting, and volatility dynamics:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10009 |
| Subjects: | |
| Physical Description: | 21, [16] S. graph. Darst. |
Staff View
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| indexdate | 2025-03-31T20:04:11Z |
| institution | BVB |
| language | English |
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| 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 |