A multiple indicators model for volatility using intra-daily data
| Year of publication: |
2006
|
|---|---|
| Authors: | Engle, Robert F. ; Gallo, Giampiero M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 3-27
|
| Publisher: |
Elsevier |