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~institution:"Federal Reserve Bank of New York"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Rodney L. White Center for Financial Research"
~person:"Anderson, Torben G."
~subject:"Investment"
~subject:"USA"
~subject:"Volatility"
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Anderson, Torben G.
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Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
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