Parametric and Nonparametric Volatility Measurement
Publication
, Journal Article
Andersen, TG; Bollerslev, T; Diebold, FX
July 2002
Duke Scholars
Publication Date
July 2002
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., & Diebold, F. X. (2002). Parametric and Nonparametric Volatility Measurement.
Andersen, Torben G., Tim Bollerslev, and Francis X. Diebold. “Parametric and Nonparametric Volatility Measurement,” July 2002.
Andersen TG, Bollerslev T, Diebold FX. Parametric and Nonparametric Volatility Measurement. 2002 Jul;
Andersen, Torben G., et al. Parametric and Nonparametric Volatility Measurement. July 2002.
Andersen TG, Bollerslev T, Diebold FX. Parametric and Nonparametric Volatility Measurement. 2002 Jul;
Publication Date
July 2002