A multiple indicators model for volatility using intra-daily data

Robert F. Engle; Giampiero M. Gallo

Year of publication:	2003
Authors:	Engle, Robert F. ; Gallo, Giampiero M.
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Finanzmarkt \| Financial market \| Volatilität \| Volatility \| Messung \| Measurement \| Prognoseverfahren \| Forecasting model \| Index-Futures \| Index futures \| Schätzung \| Estimation \| USA \| United States

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