Scholars@Duke publication: Modeling and Forecasting Realized Volatility

Modeling and Forecasting Realized Volatility

Publication , Journal Article

Andersen, TG; Bollerslev, T; Diebold, FX; Labys, P

January 2001

January 2001

APA

Chicago

ICMJE

MLA

NLM

Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2001). Modeling and Forecasting Realized Volatility.

Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, and Paul Labys. “Modeling and Forecasting Realized Volatility,” January 2001.

Andersen TG, Bollerslev T, Diebold FX, Labys P. Modeling and Forecasting Realized Volatility. 2001 Jan;

Andersen, Torben G., et al. Modeling and Forecasting Realized Volatility. Jan. 2001.

Andersen TG, Bollerslev T, Diebold FX, Labys P. Modeling and Forecasting Realized Volatility. 2001 Jan;

January 2001