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What good is a volatility model? 

Authors: R. F. Engle; A. J. Patton

DOI: 10.1088/1469-7688/1/2/305

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 1, Issue 2 February 2001 , pages 237 - 245

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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