A multiple indicators model for volatility using intra-daily data
Robert F. Engle, Giampiero M. Gallo
| Year of publication: |
2006
|
|---|---|
| Authors: | Engle, Robert F. ; Gallo, Giampiero M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 3-27
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Messung | Measurement | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003298558