Measuring and forecasting financial variability using realised variance

State Space and Unobserved Component Models: Theory and Applications

Volumn , Issue , 2004, Pages 205-235

  Barndorff Nielsen, Ole E ^a   Nielsen, Bent ^b   Shephard, Neil ^b   Ysusi, Carla ^c  

^a AARHUS UNIVERSITY   (Denmark)

^b NUFFIELD COLLEGE   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

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EID: 84926074850     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511617010.011     Document Type: Chapter

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