1 research outputs found
The memory of volatility
- Author
- Andersen TG Bollerslev T, Diebold FX, et al.
- Andersen TG Bollerslev T, Diebold FX, et al.
- Andrews DWK Sun Y
- Arteche J
- Arteche J Orbe J
- Barndorff-Nielsen OE Hansen PR, Lunde A, et al.
- Barndorff-Nielsen OE Shephard N
- Chiriac R Voev V
- Deo RS Hurvich CM
- Deo RS Hurvich CM, Lu Y
- Diebold FX Inoue A
- Frederiksen P Nielsen FS, Nielsen M
- Geweke J Porter-Hudak S
- Gourieroux C Jasiak J
- Granger CWJ Ding Z
- Granger CWJ Hyung N
- Hou J Perron P
- Hurvich CM Moulines E, Soulier P
- Hurvich CM Ray BK
- Iacone F
- Leccadito A Rachedi O, Urga G
- Lu YK Perron P
- Martens M Dijk DV, de Pooter M
- McCloskey A Perron P
- Mikosch T Stărică C
- Perron P Qu Z
- Qu Z
- Velasco C
- Xu J Perron P
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2018
- Field of study
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