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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Working paper series economics and econometrics"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"High-frequency data"
~subject:"Metallmarkt"
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Volatility
ARCH-Modell
Börsenkurs
High-frequency data
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Commodity exchange
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Estimation theory
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Metal market
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Schätztheorie
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Bollerslev, Tim
Nelson, Daniel B.
5
Rossi, Peter E.
2
Engle, Robert F.
1
Foster, Dean P.
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Gallant, A. Ronald
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Jacquier, Eric
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Polson, Nicholas G.
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Working paper series economics and econometrics
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES Research Paper 2008-49
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Discussion paper / Department of Economics, University of California San Diego
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Handbook of econometrics : volume 4
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International finance discussion papers
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The review of economics and statistics
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ARCH models
Bollerslev, Tim
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Engle, Robert F.
;
Nelson, Daniel B.
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1993
Persistent link: https://www.econbiz.de/10000899195
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