Click here for immediate access to the latest key research articles

Robert F Engle: Understanding volatility as a process 

Author: Robert F. Engle ^a

Affiliation:

a Michael Armellino Professor in the Management of, Financial Services, New York University Stern School of Busines; Nobel Laureate (2003), economic sciences,

DOI: 10.1080/14697680400000028

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 4, Issue 2 April 2004 , pages C19 - C20

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

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Robert F Engle: Understanding volatility as a process'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.