Modeling and forecasting realized volatility:
This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions.
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8160 |
| Subjects: | |
| Online Access: | Volltext |
| Summary: | This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions. |
| Physical Description: | 32, [13] S. graph. Darst. |
Staff View
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| id | DE-604.BV023589850 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:25Z |
| indexdate | 2024-07-09T21:25:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016905180 |
| oclc_num | 46668477 |
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| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 32, [13] S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| 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 | Modeling and forecasting realized volatility Torben G. Andersen ... Cambridge, Mass. National Bureau of Economic Research 2001 32, [13] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8160 This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions. Rate of return Forecasting Risk management Securities Prices Forecasting Andersen, Torben Sonstige (DE-588)128603259 oth Bollerslev, Tim 1958- Sonstige (DE-588)128603593 oth Diebold, Francis X. 1959- Sonstige (DE-588)123909104 oth Labys, Paul Sonstige oth Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8160 (DE-604)BV002801238 8160 http://papers.nber.org/papers/w8160.pdf kostenfrei Volltext |
| spellingShingle | Modeling and forecasting realized volatility National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Rate of return Forecasting Risk management Securities Prices Forecasting |
| title | Modeling and forecasting realized volatility |
| title_auth | Modeling and forecasting realized volatility |
| title_exact_search | Modeling and forecasting realized volatility |
| title_exact_search_txtP | Modeling and forecasting realized volatility |
| title_full | Modeling and forecasting realized volatility Torben G. Andersen ... |
| title_fullStr | Modeling and forecasting realized volatility Torben G. Andersen ... |
| title_full_unstemmed | Modeling and forecasting realized volatility Torben G. Andersen ... |
| title_short | Modeling and forecasting realized volatility |
| title_sort | modeling and forecasting realized volatility |
| topic | Rate of return Forecasting Risk management Securities Prices Forecasting |
| topic_facet | Rate of return Forecasting Risk management Securities Prices Forecasting |
| url | http://papers.nber.org/papers/w8160.pdf |
| volume_link | (DE-604)BV002801238 |
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