Handbook of Volatility Models and their Applications

Research output: Book/Report › Book › Academic

Abstract

Introduction garch stochastic volatility realized volatility acknowledgments.

@book{75d7e8f27f3c4c2b9bcf628161c9cb97,

title = "Handbook of Volatility Models and their Applications",

abstract = "Introduction garch stochastic volatility realized volatility acknowledgments.",

author = "L. Bauwens and C.M. Hafner and S.F.J.A. Laurent",

year = "2012",

month = jan,

day = "1",

doi = "10.1002/9781118272039.ch1",

language = "English",

isbn = "9780470872512",

publisher = "John Wiley \& Sons Inc.",

address = "United States",

}

TY - BOOK

T1 - Handbook of Volatility Models and their Applications

AU - Bauwens, L.

AU - Hafner, C.M.

AU - Laurent, S.F.J.A.

PY - 2012/1/1

Y1 - 2012/1/1

N2 - Introduction garch stochastic volatility realized volatility acknowledgments.

AB - Introduction garch stochastic volatility realized volatility acknowledgments.

U2 - 10.1002/9781118272039.ch1

DO - 10.1002/9781118272039.ch1

M3 - Book

SN - 9780470872512

BT - Handbook of Volatility Models and their Applications

PB - John Wiley & Sons Inc.

CY - London

ER -