Three essays on volatility forecasting and forecast evaluation

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Bibliographic Details
Main Author: Kleen, Onno (Author)
Format: Book/Monograph Thesis
Language:English
Published: Heidelberg Universitätsbibliothek Heidelberg 2020
DOI:10.11588/heidok.00028723
Subjects:
Online Access:Resolving-System: https://doi.org/10.11588/heidok.00028723
Resolving-System: https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-287237
Langzeitarchivierung Nationalbibliothek: https://d-nb.info/1215187580/34
Verlag, kostenfrei: http://www.ub.uni-heidelberg.de/archiv/28723
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Author Notes:vorgelegt von Onno Kleen
Description
Item Description:Betreuer: Christian Conrad
Freie Schlagwörter: Economic forecasting, forecast evaluation, volatility, portfolio analysis, GARCH-MIDAS, low-volatility anomaly
Physical Description:Online Resource
DOI:10.11588/heidok.00028723