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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Cavaliere, Giuseppe"
~person:"Lucas, André"
~person:"Mykland, Per A."
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Report / Erasmus Center for Financial Research, Erasmus University
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
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