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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"International finance discussion papers"
~person:"Brännäs, Kurt"
~person:"Li, Yingying"
~subject:"Time series analysis"
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Volatility
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Bollerslev, Tim
Brännäs, Kurt
Li, Yingying
Ericsson, Neil R.
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International finance discussion papers
Umeå economic studies
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Journal of econometrics
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Count data autoregression modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES Research Paper 2008-49
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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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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
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Bollerslev, Tim
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1999
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