multiple indicators model for volatility using intra-daily data
Edición de la obra A multiple indicators model for volatility using intra-daily data
| Autor | R. F. Engle |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 2003 |
| Lugar | Cambridge, Mass |
| Idioma | inglés |
| Páginas | 27 |
| OCLC | 54007987 |
| Serie | NBER working paper series -- no. 10117. · Working paper series (National Bureau of Economic Research) -- working paper no. 10117. |
| Número de Cutter | E58m |