Parametric and Nonparametric Volatility Measurement

Torben G. Andersen*, Tim Bollersley, Francis X. Diebold

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapter

107 Scopus citations

Fingerprint Dive into the research topics of 'Parametric and Nonparametric Volatility Measurement'. Together they form a unique fingerprint.

Business & Economics