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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 131.2006, 1, p. 3-28
|