Volatility Models

Bauwens, Luc;Hafner, Christian;Laurent, Sébastien
(2012) Handbook of Volatility Models and Their Applications — ISBN: [978-0-470-87251-2], p. 1-45, published

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  • Bauwens, Lucorcid-logoUCLouvain
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  • Laurent, SébastienMaastricht University
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Bauwens, L., Hafner, C., & Laurent, S. (2012). Volatility Models. In Bauwens, L., Hafner, C. and S. Laurent (ed.), Handbook of Volatility Models and Their Applications (p. p. 1-45). John Wiley & Sons, Inc. https://doi.org/10.1002/9781118272039.ch1