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~isPartOf:"Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatilität"
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Andersen, Torben
Christoffersen, Peter F.
Medeiros, Marcelo C.
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
Working paper / National Bureau of Economic Research, Inc.
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Volatility
Andersen, Torben
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1992
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