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Modeling volatility dynamics

By: Diebold, Francis X .

Contributor(s): López, José A .

Material type: Text

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TextSeries: NBER technical working papers; 173.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1995Description: 49 p. graf. 22 cm.Subject(s): VOLATILIDAD FINANCIERA

| MODELOS ECONOMETRICOS

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Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	op 2096-173 (Browse shelf)	Available	Technical working papers NBER		op 2096-173

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Previous	op 2096-169 Comparing predictive accuracy	op 2096-171 Testing for cointegration when some of the cointegrating vectors are known	op 2096-172 Jackknife instrumental variables estimation	op 2096-173 Modeling volatility dynamics	op 2096-174 Dynamic equilibrium economies: a framework for comparing models and data	op 2096-175 Investment under alternative return assumptions: comparing random walks and mean reversion	OP 2096-176 A comparison of alternative instrumental variables estimators of a dynamic linear model	Next

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