Monitoring Validity of Daily Volatility Model

Research output: Contribution to journal › Conference article › Contributed › peer-review

Contributors

Iryna Okhrin - , Department of Distributed and Data Intensive Computing (VDR) (Author)
Vasyl Golosnoy - , Kiel University (Author)
Wolfgang Schmid - , Europe University Viadrina (Author)

Original language	English
Pages (from-to)	5714-5718
Number of pages	5
Journal	Bulletin of the International Statistical Institute
Publication status	Published - 2011
Peer-reviewed	Yes

ORCID	/0000-0002-9732-9405/work/173987783