Investigation of a Class of Volatility Estimators
- 28 February 1997
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 4 (3) , 63-71
- https://doi.org/10.3905/jod.1997.407973
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Semiparametric ARCH ModelsJournal of Business & Economic Statistics, 1991
- Generalized autoregressive conditional heteroskedasticityJournal of Econometrics, 1986
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982