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Authors
  • Bauwens, Lucorcid-logoUCLouvain
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  • Hafner, ChristianUCLouvain
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  • Laurent, SébastienMaastricht University
    Author
Abstract
Chapter written for the Handbook of Volatility Models and their Applications, edited by Luc Bauwens, Christian Hafner, and Sébastien Laurent, forthcoming in 2012 (John Wiley & sons). This chapter presents an introductory review of volatility models and some applications. The review is linked with the other chapters that contain more detailed presentations.
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Bauwens, L., Hafner, C., & Laurent, S. (2011). Volatility models (CORE Discussion Paper 2011/58). https://hdl.handle.net/2078.5/209616