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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Volatility forecasting with range-based EGARCH models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
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The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10008216275
Saved in:
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Volatility Forecasting With Range-Based EGARCH Models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 470-486
Persistent link: https://www.econbiz.de/10008222286
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