Handbook of Volatility Models and their Applications

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

Research output: Book/ReportBookAcademic

7 Citations (Scopus)

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

Cite this

Bauwens, L., Hafner, C. M., & Laurent, S. F. J. A. (2012). Handbook of Volatility Models and their Applications. John Wiley & Sons. https://doi.org/10.1002/9781118272039.ch1