Travail de recherche/Working paper
| Titre: |
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| Auteur: | Dominicy, Yves; Vander Elst, Harry-Paul |
| Statut de publication: | Non publié, 2015-11 |
| series: | ECARES Working Papers, ECARES 2015-41 |
| Sujet CREF: | Econométrie et méthodes statistiques : théorie et applications |
| Sujet JEL: | Single Equation Models; Single Variables: Time-Series Models |
| Forecasting and Other Model Applications | |
| Volumes/pages: | 25 p. |
| Mots-clés: | realized LGARCH |
| value-at-risk | |
| density forecasts | |
| realized measures of volatility | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/220550 |
