A multiple indicators model for volatility using intra-daily data:
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10117 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 27 S. graph. Darst. |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo Cambridge, Mass. National Bureau of Economic Research 2003 27 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10117 Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models Gallo, Giampiero M. Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10117 (DE-604)BV002801238 10117 http://papers.nber.org/papers/w10117.pdf kostenfrei Volltext |
| spellingShingle | Engle, Robert F. 1942- Gallo, Giampiero M. A multiple indicators model for volatility using intra-daily data National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| title | A multiple indicators model for volatility using intra-daily data |
| title_auth | A multiple indicators model for volatility using intra-daily data |
| title_exact_search | A multiple indicators model for volatility using intra-daily data |
| title_exact_search_txtP | A multiple indicators model for volatility using intra-daily data |
| title_full | A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo |
| title_fullStr | A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo |
| title_full_unstemmed | A multiple indicators model for volatility using intra-daily data Robert F. Engle ; Giampiero M. Gallo |
| title_short | A multiple indicators model for volatility using intra-daily data |
| title_sort | a multiple indicators model for volatility using intra daily data |
| topic | Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| topic_facet | Mathematisches Modell Investments Mathematical models Risk Mathematical models Securities Prices Mathematical models |
| url | http://papers.nber.org/papers/w10117.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf amultipleindicatorsmodelforvolatilityusingintradailydata AT gallogiampierom amultipleindicatorsmodelforvolatilityusingintradailydata |