Engle, R. F. and Patton, Andrew J. (2001) What good is a volatility model? Quantitative finance, 1 (2). pp. 237-245. ISSN 1469-7688
| Item Type: | Article |
|---|---|
| Official URL: | http://www.tandf.co.uk/journals/titles/14697688.as... |
| Additional Information: | © 2001 Taylor & Francis |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Departments > Finance |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/18237/ |
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