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Time series analysis / Volatility / Statistical forecasting / Mathematical sciences / Tim Bollerslev / Analysis / Forecasting / Periodogram / Volatility clustering / Mathematical finance / Statistics / Technical analysis


Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 649 October 1999
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Document Date: 1999-12-30 10:50:11

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File Size: 3,64 MB

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Company

Olsen & Associates / /

Facility

Duke University / /

Organization

Duke University / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / International Finance Division / National Science Foundation / Federal Reserve Board / /

Person

Jim Stock / Tim Bollerslev / Jonathan H. Wright / /

Position

economist / author / professor of economics / appropriate parametric model for characterizing this temporal dependence / first author / writer / /

URL

www.bog.frb.fed.us / /

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