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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"A history of market performance : from ancient Babylonia to the modern world"
~language:"eng"
~person:"Koopman, Siem Jan"
~subject:"Time series analysis"
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A history of market performance : from ancient Babylonia to the modern world
Discussion paper / Tinbergen Institute
27
Journal of econometrics
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Handbook of econometrics : volume 4
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 14-046/III
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Tinbergen Institute Discussion Paper 2018-013/III
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Analysis of historical time series with messy features : the case of commodity prices in Babylonia
Koopman, Siem Jan
;
Hoogerheide, Lennart
- In:
A history of market performance : from ancient …
,
(pp. 45-67)
.
2015
Persistent link: https://www.econbiz.de/10010406614
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