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Edgeworth corrections for realized volatility
Gonçalves, Sílvia; Meddahi, Nour - In: Econometric reviews 27 (2008) 1/3, pp. 139-162
Persistent link: https://www.econbiz.de/10003761221
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Edgeworth Corrections for Realized Volatility
Gonçalves, Sílvia; Meddahi, Nour - In: Econometric reviews 27 (2008) 1-3, pp. 139-162
Persistent link: https://www.econbiz.de/10007993917
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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim - In: Econometric reviews 11 (1992) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
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Modelling the persistence of conditional variances
Engle, Robert F. - In: Econometric reviews 5 (1986) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001016525