The Nobel Memorial Prize for Robert F. Engle
2004; Wiley; Volume: 106; Issue: 2 Linguagem: Inglês
10.1111/j.0347-0520.2004.00360.x
ISSN1467-9442
Autores Tópico(s)Complex Systems and Time Series Analysis
ResumoThe Scandinavian Journal of EconomicsVolume 106, Issue 2 p. 165-185 The Nobel Memorial Prize for Robert F. Engle Francis X. Diebold, Francis X. Diebold University of Pennsylvania, Philadelphia, PA 19104, USA [email protected] Financial support from the Guggenheim Foundation and the National Science Foundation is gratefully acknowledged. Comments from Tim Bollerslev, David Hendry and Frank Sch-orfheide improved both the content and exposition, but they are in no way responsible for remaining flaws.Search for more papers by this author Francis X. Diebold, Francis X. Diebold University of Pennsylvania, Philadelphia, PA 19104, USA [email protected] Financial support from the Guggenheim Foundation and the National Science Foundation is gratefully acknowledged. Comments from Tim Bollerslev, David Hendry and Frank Sch-orfheide improved both the content and exposition, but they are in no way responsible for remaining flaws.Search for more papers by this author First published: 16 August 2004 https://doi.org/10.1111/j.0347-0520.2004.00360.xCitations: 26 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat References Andersen, T. G., Bollerslev, T. and Diebold, F. X. 2004 ), Parametric and Nonparametric Volatility Measurement, forthcoming in L. P. Hansen and Y. 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