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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~subject:"Cattle market"
~subject:"Time series analysis"
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Croux, Christophe
Diebold, Francis X.
Engle, Robert F.
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
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