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subject:"Volatility"
~person:"Brunetti, Celso"
~subject:"Volatilität"
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Volatility
Volatilität
Estimation
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Brunetti, Celso
McAleer, Michael
85
Gupta, Rangan
81
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
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Xuan Vinh Vo
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Paper / Department of Economics, Queen Mary and Westfield College
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Journal of empirical finance
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ECONIS (ZBW)
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Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 509-530
Persistent link: https://www.econbiz.de/10001545286
Saved in:
2
Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
-
1999
Persistent link: https://www.econbiz.de/10001442266
Saved in:
3
Non-ferrous metals price volatility : a fractionally integrated process?
Teyssiere, Gilles P.
;
Gilbert, Christopher L.
; …
-
1996
Persistent link: https://www.econbiz.de/10000619201
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