Chapter 15 Volatility and Correlation Forecasting
Autor: | Andersen, Torben G., Bollerslev, Tim, Christoffersen, Peter F., Diebold, Francis X. |
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Zdroj: | In Handbook of Economic Forecasting 2006 1:777-878 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Andersen, Torben G., Bollerslev, Tim, Christoffersen, Peter F., Diebold, Francis X. |
---|---|
Zdroj: | In Handbook of Economic Forecasting 2006 1:777-878 |
Databáze: | ScienceDirect |
Externí odkaz: |