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2 results for Erhard Reschenhofer.

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Adjusting Band-Regression Estimators for Prediction: Shrinkage and Downweighting

by Erhard Reschenhofer and Marek Chudy

International Journal of Econometrics and Financial Management. 2015, 3(3), 121-130. DOI: 10.12691/ijefm-3-3-3
Pub. Date: June 07, 2015Views: 13522 Downloads: 12078Like: 5

forecasting optimal weights band regression shrinkage fractional degrees of freedom

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Does Anyone Need a GARCH(1,1)?

by Erhard Reschenhofer

Journal of Finance and Accounting. 2013, 1(2), 48-53. DOI: 10.12691/jfa-1-2-2
Pub. Date: June 27, 2013Views: 27445 Downloads: 21072Like: 37

conditional heteroskedasticity volatility weighted medians intraday range Brownian motion

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