Author:
Barndorff-Nielsen Ole E.,Shephard Neil
Reference49 articles.
1. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;T G Andersen;International Economic Review,1998
2. Parametric and nonparametric measurement of volatility;T G Andersen;Handbook of Financial Econometrics,2002
3. The distribution of realised stock return volatility;T G Andersen;Journal of Financial Economics,2001
4. The distribution of exchange rate volatility;T G Andersen;Journal of the American Statistical Association,2001
5. Modeling and Forecasting Realized Volatility
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献