Old Web
English
Sign In
Acemap
>
Paper
>
Diagnostic tests for volatility models
Diagnostic tests for volatility models
2008
Valentina Corradi
Walter Distaso
Karim M. Abadir
Carol Alexander
Federico M. Bandi
Andrea Buraschi
James Davidson
Mahmoud El-Gamal
Marcelo Fernandes
Marc Hallin
Javier Hidalgo
Rod Mccrorie
Nour Meddahi
Antonio Mele
Joon Y. Park
Hashem Pesaran
Peter C. B. Phillips
Neil Shephard
Viktor Todorov
Nizar Touzi
Nick Webber
Keywords:
Volatility (finance)
Econometrics
Diagnostic test
Economics
Correction
Source
Cite
Save
Machine Reading By IdeaReader
87
References
2
Citations
NaN
KQI
[]