Three essays on volatility forecasting and forecast evaluation
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| Main Author: | |
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| Format: | Book/Monograph Thesis |
| Language: | English |
| Published: |
Heidelberg
Universitätsbibliothek Heidelberg
2020
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| 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 |
| Author Notes: | vorgelegt von Onno Kleen |
| Item Description: | Betreuer: Christian Conrad Freie Schlagwörter: Economic forecasting, forecast evaluation, volatility, portfolio analysis, GARCH-MIDAS, low-volatility anomaly |
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| Physical Description: | Online Resource |
| DOI: | 10.11588/heidok.00028723 |