The volatility of realized volatility
Fulvio Corsi, Stefan Mittnik, Christian Pigorsch and Uta Pirgorsch
| Year of publication: |
2008
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|---|---|
| Authors: | Corsi, Fulvio ; Mittnik, Stefan ; Pigorsch, Christian ; Pirgorsch, Uta |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 46-78
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| Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | ARCH-Modell | ARCH model | USA | United States | 1985-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761214