Handbook of Volatility Models and their Applications

L. Bauwens, C.M. Hafner, S.F.J.A. Laurent

Research output: Book/ReportBookAcademic

Abstract

Introduction garch stochastic volatility realized volatility acknowledgments.
Original languageEnglish
Place of PublicationLondon
PublisherJohn Wiley & Sons
Number of pages23
ISBN (Print)9780470872512
DOIs
Publication statusPublished - 1 Jan 2012

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