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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Forecasting volatility in the financial markets"
~person:"Balcilar, Mehmet"
~person:"Campbell, John Y."
~person:"Engle, Robert F."
~person:"Miller, Stephen M."
~subject:"Capital income"
~subject:"EU-Staaten"
~subject:"Theorie"
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Time series analysis
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Balcilar, Mehmet
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Forecasting volatility in the financial markets
Working papers / University of Connecticut, Department of Economics
25
Working paper / National Bureau of Economic Research, Inc.
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What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
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