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~isPartOf:"Handbook of financial time series"
~person:"Andersen, Torben"
~person:"Patton, Andrew J."
~type_genre:"Book section"
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Handbook of financial time series
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Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
2
Realized volatility
Andersen, Torben
;
Benzoni, Luca
- In:
Handbook of financial time series
,
(pp. 555-575)
.
2009
Persistent link: https://www.econbiz.de/10003834180
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3
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
4
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
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