Handbook of Financial Econometrics
Parametric and Nonparametric Volatility Measurement
Publication
, Chapter
Bollerslev, T; Andersen, T; Diebold, FX
2010
Volatility has been one of the most active areas of research in empirical finance and time series econometrics during the past decade.
Duke Scholars
Publication Date
2010
Publisher
Elsevier Science BV
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., Andersen, T., & Diebold, F. X. (2010). Parametric and Nonparametric Volatility Measurement. In Y. Aït-Sahalia & L. P. Hansen (Eds.), Handbook of Financial Econometrics. Elsevier Science BV.
Bollerslev, T., T. Andersen, and F. X. Diebold. “Parametric and Nonparametric Volatility Measurement.” In Handbook of Financial Econometrics, edited by Y. Aït-Sahalia and L. P. Hansen. Elsevier Science BV, 2010.
Bollerslev T, Andersen T, Diebold FX. Parametric and Nonparametric Volatility Measurement. In: Aït-Sahalia Y, Hansen LP, editors. Handbook of Financial Econometrics. Elsevier Science BV; 2010.
Bollerslev, T., et al. “Parametric and Nonparametric Volatility Measurement.” Handbook of Financial Econometrics, edited by Y. Aït-Sahalia and L. P. Hansen, Elsevier Science BV, 2010.
Bollerslev T, Andersen T, Diebold FX. Parametric and Nonparametric Volatility Measurement. In: Aït-Sahalia Y, Hansen LP, editors. Handbook of Financial Econometrics. Elsevier Science BV; 2010.
Publication Date
2010
Publisher
Elsevier Science BV