Parametric and Nonparametric Volatility Measurement

DMCA

Parametric and Nonparametric Volatility Measurement (2002)

Cached

Save to List
Add to Collection
Correct Errors
Monitor Changes

by Torben G. Andersen , Tim Bollerslev , Francis X. Diebold , Neil Shephard

Citations:

151 - 26 self

BibTeX

@MISC{Andersen02parametricand,
    author = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Neil Shephard},
    title = {Parametric and Nonparametric Volatility Measurement},
    year = {2002}
}

OpenURL

Abstract

Keyphrases

nonparametric volatility measurement