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Midpoint method and accuracy of variability forecasting

Author

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  • Ling He
  • Chenyi Hu

Abstract

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Suggested Citation

  • Ling He & Chenyi Hu, 2010. "Midpoint method and accuracy of variability forecasting," Empirical Economics, Springer, vol. 38(3), pages 705-715, June.
    • Handle: RePEc:spr:empeco:v:38:y:2010:i:3:p:705-715
    DOI: 10.1007/s00181-009-0286-6
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    References listed on IDEAS

    as
    1. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-144, April.
    2. Fama, Eugene F, 1981. "Stock Returns, Real Activity, Inflation, and Money," American Economic Review, American Economic Association, vol. 71(4), pages 545-565, September.
    3. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
    4. Fama, Eugene F. & French, Kenneth R., 1997. "Industry costs of equity," Journal of Financial Economics, Elsevier, vol. 43(2), pages 153-193, February.
    5. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Bedri Kamil Onur Tas & Mustafa Cagri Peker, 2017. "Inflation Target Credibility: Do the Financial Markets Find the Targets Believable?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 1125-1147, December.

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    More about this item

    Keywords

    Variability forecasting; Midpoint method; Interval computing; Symmetric data; C82; E17;
    All these keywords.

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications

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