A multiple indicators model for volatility using intra-daily data
Work
Year: 2005
Type: article
Source: Journal of Econometrics
Authors Robert F. Engle, Giampiero M. Gallo
Institutions New York University, University of Florence
Cites: 45
Cited by: 519
Related to: 10
FWCI: 17.37
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green