Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002
The Rodney L. White Center for Financial Research
Parametric and Nonparametric Volatility … and Nonparametric
Volatility Measurement
*
Torben G. Andersen
a
, Tim Bollerslev
b
, and Francis X. Diebold
c
July 2002 …, and NBER
phone: 215-898-1507, e-mail: fdiebold@sas.upenn.edu
Table of Contents
Abstract
1. Introduction
2. Volatility …