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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Brownlees, Christian"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Comparison of volatility measures : a risk management perspective
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10003997328
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2
On variable selection for volatility forecasting : the role of focused selection criteria
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10003778985
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