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A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
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RESEARCH PAPERS - A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert
;
Kelly, Bryan
- In:
Journal of risk
14
(
2012
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10009816299
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