New frontiers for arch models
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.683/fullpdf
Reference77 articles.
1. 1998. Risk Management and Analysis. Wiley: New York.
2. Intraday periodicity and volatility persistence in financial markets
3. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
4. The Distribution of Realized Exchange Rate Volatility
5. Fractionally integrated generalized autoregressive conditional heteroskedasticity
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