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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Engle, Robert F."
~subject:"Analysis of variance"
~subject:"Estimation"
~subject:"Noise Trading"
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Engle, Robert F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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