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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of financial economics"
~person:"Herwartz, Helmut"
~subject:"Share price"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of financial economics
Discussion papers of interdisciplinary research project 373
1
Economics working paper
1
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ECONIS (ZBW)
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Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
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Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
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