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 proceeding › Chapter

Original language	English
Title of host publication	Handbook of Financial Econometrics
Subtitle of host publication	Volume 1: Tools and Techniques
Editors	Yacine Aït-Sahalia, Lars Peter Hansen
Place of Publication	Amsterdam
Publisher	North-Holland
Pages	67-137
State	Published - 2010

Cite this

@inbook{0a76b729331341a881c858c84e350400,

title = "Parametric and Nonparametric Measurements of Volatility: Volume 1: Tools and Techniques",

author = "Andersen, {Torben G} and Tim Bollerslev and Diebold, {Francis X}",

year = "2010",

language = "English",

pages = "67--137",

editor = "Yacine A{\"i}t-Sahalia and Hansen, {Lars Peter}",

booktitle = "Handbook of Financial Econometrics",

publisher = "North-Holland",

}

Parametric and Nonparametric Measurements of Volatility: Volume 1: Tools and Techniques. / Andersen, Torben G; Bollerslev, Tim; Diebold, Francis X.
Handbook of Financial Econometrics: Volume 1: Tools and Techniques. ed. / Yacine Aït-Sahalia; Lars Peter Hansen. Amsterdam: North-Holland, 2010. p. 67-137.

Research output: Chapter in Book/Report/Conference proceeding › Chapter