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Browsing by Author Patton, Andrew J.

Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
22-Aug-2000IMPACTS OF TRADES IN AN ERROR-CORRECTION MODEL OF QUOTE PRICESEngle, Robert F.; Patton, Andrew J.
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 3 of 3