Volatility View on Open Library

Volatility

by Torben G. Andersen , Tim Bollerslev

No reviews yet
First published: 2018 1 language ISBN: 9781788110617
Subjects
Econometrics Volatilit©Þt Wirtschaftsmodell Kreditmarkt

Reviews

Log in or sign up to write a review.

No reviews yet. Be the first!

More by Torben G. Andersen

Do bonds span volatility risk in the U.S. treasury market?

Do bonds span volatility risk in the U.S...

No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise

No-arbitrage semi-martingale restriction...

Construction and interpretation of model-free implied volatility

Construction and interpretation of model...

Roughing it up

Roughing it up

A framework for exploring the macroeconomic determinants of systematic risk

A framework for exploring the macroecono...

Volatility forecasting

Volatility forecasting

You Might Also Like

More in Econometrics
Econometric analysis

Econometric analysis

Greene, William H.
Statistics for business and economics

Statistics for business and economics

Paul Newbold
A Guide to Modern Econometrics

A Guide to Modern Econometrics

Marno Verbeek
Making Sustainability Work

Making Sustainability Work

Marc J. Epstein
Analysis of Economic Data

Analysis of Economic Data

Gary Koop
Introduction to Computable General Equilibrium Models

Introduction to Computable General Equil...

Mary E. Burfisher