Author:
Bellini Fabio,Figà-Talamanca Gianna
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference15 articles.
1. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
2. Bellini, F., Figà-Talamanca, G., 2003. Detecting and modeling tail dependence, International Journal of Theoretical and Applied Finance, forthcoming
3. Bellini, F., Figà-Talamanca, G., 2002. A new approach for detecting de-terministic chaos. Unpublished manuscript
4. Tests of randomness against trend or serial correlations;Bhattacharya,1984
5. The Econometrics of Financial Markets;Campbell,1997
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