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Results:
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Results: 2
Moving average-based estimators of integrated variance
Authors:
Hansen, Peter R. Large, Jeremy Lunde, Asger
Citation:
R. Hansen, Peter et al., Moving average-based estimators of integrated variance, Econometric reviews , 27(1-3), 2008, pp. 79-111
A forecast comparison of volatility models: does anything beat a Garch(1,1)?
Authors:
Hansen, Peter R. Lunde, Asger
Citation:
R. Hansen, Peter et Lunde, Asger, A forecast comparison of volatility models: does anything beat a Garch(1,1)?, Journal of applied econometrics , 20(7), 2005, pp. 873-889
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