Volatility Forecasting
Year of publication: |
2005-01-08
|
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Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X. |
Institutions: | Center for Financial Studies |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2005/08 116 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C53 - Forecasting and Other Model Applications ; G1 - General Financial Markets |
Source: |
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Andersen, Torben G., (2005)
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