A multiple indicators model for volatility using intra-daily data

Robert Engle and Giampiero Gallo ()

Journal of Econometrics, 2006, vol. 131, issue 1-2, 3-27

Date: 2006
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Citations: View citations in EconPapers (348)

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Working Paper: A Multiple Indicators Model For Volatility Using Intra-Daily Data (2003)
Working Paper: A Multiple Indicators Model for Volatility Using Intra-Daily Data (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:3-27

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