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What good is a volatility model?

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

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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: 30 Jan 2019 13:59
URI: http://eprints.lse.ac.uk/id/eprint/52569

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