Book

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

Author(s)

Torben Gustav Andersen

Tim Bollerslev

Date Published: 2009
Citations: Andersen, Torben Gustav, Tim Bollerslev. 2009. Financial Market Volatility: From ARCH and GARCH to Stochastic and Realized Volatility and Correlation.