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Browsing by Subject volatility modelling

Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
29-Jan-2001WHAT GOOD IS A VOLATILITY MODEL?Engle, Robert F.; Patton, Andrew J.
26-May-2008WHAT GOOD IS A VOLATILITY MODEL?Engle, Robert F.; Patton, Andrew J.
Showing results 1 to 2 of 2