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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"International finance discussion papers"
~person:"Linton, Oliver"
~person:"Nolte, Ingmar"
~person:"Sanfelici, Simona"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
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Bollerslev, Tim
Linton, Oliver
Nolte, Ingmar
Sanfelici, Simona
Ericsson, Neil R.
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Hendry, David F.
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Wright, Jonathan H.
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International finance discussion papers
Journal of econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometric theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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Handbook of financial time series
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International journal of forecasting
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The econometrics journal
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
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Bollerslev, Tim
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1999
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