RESEARCH PAPERS - A practical guide to volatility forecasting through calm and storm
| Year of publication: |
2012
|
|---|---|
| Authors: | Brownlees, Christian ; Engle, Robert ; Kelly, Bryan |
| Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 14.2012, 2, p. 3-23
|