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Volatility comovement: a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai; Thompson, Samuel B. - In: Journal of econometrics 131 (2006) 1/2, pp. 179-215
Persistent link: https://www.econbiz.de/10003298573
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Econometric methods and financial time series
Campbell, John Y. (contributor) - In: Journal of econometrics 45 (1990) 1, pp. 1-290
Persistent link: https://www.econbiz.de/10001095356
Cover Image
Volatility comovement: a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai J.; Thompson, Samuel B. - In: Journal of econometrics 131 (2006) 1, pp. 179-216
Persistent link: https://www.econbiz.de/10006747794
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Econometric methods and financial time series
Campbell, John Y. (contributor) - In: Journal of econometrics / Annals 1990,3 (1990)
Persistent link: https://www.econbiz.de/10004081651