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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Fritz-Thyssen-Stiftung"
~institution:"Institute of Economic Affairs <London>"
~type_genre:"Arbeitspapier"
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Centre for Analytical Finance <Århus>
Fritz-Thyssen-Stiftung
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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2
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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