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subject:"ARCH-Modell"
~isPartOf:"Econometric reviews"
~type_genre:"Aufsatz in Zeitschrift"
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The volatility of realized volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
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Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
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