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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~language:"hun"
~person:"Bollerslev, Tim"
~person:"Sornette, Didier"
~subject:"Share price"
~subject:"World"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Financial market efficiency tests
Bollerslev, Tim
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Hodrick, Robert J.
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1992
Persistent link: https://www.econbiz.de/10000136709
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
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Bollerslev, Tim
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1997
Persistent link: https://www.econbiz.de/10000627888
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