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~person:"Bollerslev, Tim"
~person:"Jenkins, Stephen P."
~type_genre:"Arbeitspapier"
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
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Bollerslev, Tim
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1999
Persistent link: https://www.econbiz.de/10001433207
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
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Bollerslev, Tim
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Mikkelsen, Hans Ole Æ.
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1994
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Persistent link: https://www.econbiz.de/10000891757
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