Modeling and Forecasting Realized Volatility
Year of publication: |
2001-03
|
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Authors: | Bollerslev, Tim ; Diebold, Francis ; Andersen, Torben G. ; Labys, Paul |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP IFM published as Andersen, Torben G., Tim Bollerslev, Francis X. Diebold and Paul Labys. "Modeling And Forecasting Realized Volatility," Econometrica, 2003, v71(2,Mar), 579-625. Number 8160 |
Classification: | C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets |
Source: |
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