Modeling and forecasting realized volatility

Torben G. Anderson ...

Year of publication:	Jan. 2002 ; [Elektronische Ressource]
Authors:	Anderson, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Labys, Paul
Institutions:	Rodney L. White Center for Financial Research (contributor)
Publisher:	Philadelphia, Pa. : Rodney L. White Center for Financial Research
Subject:	Kapitaleinkommen \| Capital income \| Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Theorie \| Theory \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Prognose \| Forecast \| Deutschland \| Germany \| USA \| United States \| Japan

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