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Financial Market Volatility: From ARCH and GARCH to Stochastic and Realized Volatility and Correlation

Type

Book

Author(s)

Torben Andersen, Tim Bollerslev

Date Published

2009

Citations

Andersen, Torben, and Tim Bollerslev. 2009. Financial Market Volatility: From ARCH and GARCH to Stochastic and Realized Volatility and Correlation. Cambridge, MA: Zeuthen Lecture Series, MIT Press.

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