A multiple indicators model for volatility using intra-daily data:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10117 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w10117.pdf |
| Umfang: | 27 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:32Z |
| institution | BVB |
| language | English |
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| physical | 27 S. graph. Darst. |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo Cambridge, Mass. National Bureau of Economic Research 2003 27 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10117 Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models Gallo, Giampiero M. Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10117 (DE-604)BV002801238 10117 http://papers.nber.org/papers/w10117.pdf kostenfrei Volltext |
| spellingShingle | Engle, Robert F. 1942- Gallo, Giampiero M. A multiple indicators model for volatility using intra-daily data National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| title | A multiple indicators model for volatility using intra-daily data |
| title_auth | A multiple indicators model for volatility using intra-daily data |
| title_exact_search | A multiple indicators model for volatility using intra-daily data |
| title_full | A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo |
| title_fullStr | A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo |
| title_full_unstemmed | A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo |
| title_short | A multiple indicators model for volatility using intra-daily data |
| title_sort | a multiple indicators model for volatility using intra daily data |
| topic | Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| topic_facet | Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| url | http://papers.nber.org/papers/w10117.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf amultipleindicatorsmodelforvolatilityusingintradailydata AT gallogiampierom amultipleindicatorsmodelforvolatilityusingintradailydata |