Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429
Full text not available from this repository.
Identification Number: 10.1016/B978-075066942-9.50004-2
| Item Type: | Book Section |
|---|---|
| Official URL: | http://www.elsevier.com |
| Additional Information: | © 2007 Elsevier |
| Divisions: | Financial Markets Group |
| Subjects: | H Social Sciences > HG Finance |
| JEL classification: | C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C53 - Forecasting and Other Model Applications G - Financial Economics > G1 - General Financial Markets > G10 - General |
| Sets: | Research centres and groups > Financial Markets Group (FMG) |
| Date Deposited: | 13 Sep 2013 10:05 |
| Last Modified: | 20 May 2019 00:34 |
| URI: | http://eprints.lse.ac.uk/id/eprint/52569 |
Actions (login required)
 |
View Item |
