Parametric and Nonparametric Measurements of Volatility: Volume 1: Tools and Techniques

Torben G Andersen, Tim Bollerslev, Francis X Diebold

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationHandbook of Financial Econometrics
Subtitle of host publicationVolume 1: Tools and Techniques
EditorsYacine Aït-Sahalia, Lars Peter Hansen
Place of PublicationAmsterdam
StatePublished - 2010

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