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~language:"eng"
~person:"Koopman, Siem Jan"
~type_genre:"Book section"
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Econometric analysis of financial and economic time series ; part a
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Handbook of financial time series
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Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
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Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
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2006
Persistent link: https://www.econbiz.de/10003331376
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