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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Handbook of econometrics ; Vol. 4"
~isPartOf:"The review of economic studies"
~person:"Lucas, André"
~subject:"Share price"
~subject:"Theory"
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Bollerslev, Tim
Lucas, André
Andrews, Donald W. K.
3
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3
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Handbook of econometrics ; Vol. 4
The review of economic studies
Discussion paper / Tinbergen Institute
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
5
Discussion papers in statistics and econometrics
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Reihe Quantitative Ökonomie : Ökon
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
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2
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
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