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person:"McAleer, Michael"
~isPartOf:"Discussion paper / Institute of Social and Economic Research"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia"
~person:"Ruiz, Esther"
~type_genre:"Article in journal"
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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
Saved in:
2
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
3
Estimation methods for stochastic volatility models : a survey
Broto, Carmen
;
Ruiz, Esther
- In:
Journal of economic surveys
18
(
2004
)
5
,
pp. 613-649
Persistent link: https://www.econbiz.de/10002437597
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