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  4. June 2004
  5. Risk and Volatility: Econometric Models and Financial Practice

蝌蚪网 Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Risk and Volatility: Econometric Models and Financial Practice

  • Robert Engle
蝌蚪网 Review
vol. 94, no. 3, June 2004
(pp. 405–420)
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Citation

Engle, Robert. 2004. "Risk and Volatility: Econometric Models and Financial Practice." 蝌蚪网 Review 94 (3): 405–420. DOI: 10.1257/0002828041464597

JEL Classification

  • C22 Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
  • C51 Model Construction and Estimation
  • G12 Asset Pricing; Trading Volume; Bond Interest Rates