MODELING AND FORECASTING REALIZED VOLATILITY
| Year of publication: |
2001
|
|---|---|
| Authors: | Anderson, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Labys, Paul |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2001, 8160, p. 8160
|