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~institution:"European University Institute / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Exchange rate"
~subject:"Schätzung"
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A mixture multiplicative error model for realized volatility
Lanne, Markku
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contributor
)
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2006
Persistent link: https://www.econbiz.de/10003280702
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Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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