A Multiple Indicators Model for Volatility Using Intra-Daily Data
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| Description | scholarly article published November 2003 |
| Author/s |
author: Giampiero M. Gallo Robert F. Engle |
| Publication date | November 2003 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/w10117/w10117.pdf |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |