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subject:"Volatility"
~isPartOf:"Journal of financial markets"
~person:"Engle, Robert F."
~subject:"United States"
~subject:"World"
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Volatility
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Engle, Robert F.
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Journal of financial markets
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Department of Economics, University of California San Diego
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NBER working paper series
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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Forecasting volatility in the financial markets
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Review of derivatives research
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Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
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