Andersen, Torben (ed.); Bollerslev, Tim (ed.) - 2018
Recommended readings (Machine generated): 1.FischerBlack(1976),'StudiesofStockPriceVolatilityChanges',Proceedingsofthe1976MeetingsoftheAmericanStatisticalAssociation,BusinessandEconomicStatisticsSection,177-81 -- 2. Robert F. Engle (1982), 'Autoregressive Conditional Heteroscedasticity with...