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Incoming Resources
- Handbook of volatility models and their applications, edited by Luc Bauwens, Christian Hafner, Sebastien Laurent
- Volatility impulse response functions for multivariate GARCH models
- Statistics of financial markets, an introduction, Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner
- Statistics of financial markets, an introduction, Jürgen Franke, Wolfgang Härdle, Christian M. Hafner
- Discrete time option pricing with flexible volatility estimation