Browsing by Subject GARCH
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 12-Oct-2003 | A Multiple Indicators Model For Volatility Using Intra-Daily Data | Engle, Robert F.; Gallo, Giampiero M. |
| 29-Jan-2001 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
| 26-May-2008 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
Showing results 1 to 3 of 3