Volatility Forecasting, High-Frequency Data, and Frequency Domain Inference
Publication
, Journal Article
Bollerslev, T; Wright, JR
Published in: Review of Economics and Statistics
2001
Duke Scholars
Published In
Review of Economics and Statistics
Publication Date
2001
Volume
83
Start / End Page
596 / 602
Related Subject Headings
- Economics
- 1403 Econometrics
- 1402 Applied Economics
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., & Wright, J. R. (2001). Volatility Forecasting, High-Frequency Data, and Frequency Domain Inference. Review of Economics and Statistics, 83, 596–602.
Bollerslev, T., and J. R. Wright. “Volatility Forecasting, High-Frequency Data, and Frequency Domain Inference.” Review of Economics and Statistics 83 (2001): 596–602.
Bollerslev T, Wright JR. Volatility Forecasting, High-Frequency Data, and Frequency Domain Inference. Review of Economics and Statistics. 2001;83:596–602.
Bollerslev, T., and J. R. Wright. “Volatility Forecasting, High-Frequency Data, and Frequency Domain Inference.” Review of Economics and Statistics, vol. 83, 2001, pp. 596–602.
Bollerslev T, Wright JR. Volatility Forecasting, High-Frequency Data, and Frequency Domain Inference. Review of Economics and Statistics. 2001;83:596–602.
Published In
Review of Economics and Statistics
Publication Date
2001
Volume
83
Start / End Page
596 / 602
Related Subject Headings
- Economics
- 1403 Econometrics
- 1402 Applied Economics