Two models for Returns, Volatility and Volatility of Volatility

Additional Metadata
Keywords	ART-GARCH; (A)SHARV; Volatility of volatility; forecasting
Thesis Advisor	Lange, R
Persistent URL	hdl.handle.net/2105/63379
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Brakel, J. (2022, September). Two models for Returns, Volatility and Volatility of Volatility. Econometrie. Retrieved from http://hdl.handle.net/2105/63379

Publication