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Modeling and Forecasting Realized Volatility - MaRDI portal

Modeling and Forecasting Realized Volatility (Q5472963)

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scientific article; zbMATH DE number 5033910
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English
Modeling and Forecasting Realized Volatility
scientific article; zbMATH DE number 5033910

    Statements

    title
    Modeling and Forecasting Realized Volatility (English)
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    author
    Torben G. Andersen
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    Tim Bollerslev
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    Francis X. Diebold
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    Paul Labys
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    published in
    Econometrica
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    publication date
    19 June 2006
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    Identifiers

    zbMATH DE Number
    5033910
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    OpenAlex ID
    W3121364726
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