A multiple indicators model for volatility using intra-daily data
Year of publication: |
2006
|
---|---|
Authors: | Engle, Robert F. ; Gallo, Giampiero M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 3-27
|
Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Messung | Measurement | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Schätzung | Estimation | USA | United States |
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