Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - Center for Financial Studies - 2005
-467-1285, e-mail: t-andersen@kellogg.northwestern.edu
2 Department of Economics, Duke University, Durham, NC 27708, and NBER …, and CIRANO
phone: 514-398-2869, e-mail: peter.christoffersen@mcgill.ca
4 Department of Economics, University of …. Within economics, it is used slightly more formally to describe, without a specific implied
metric, the variability of the …