| Original language | English |
|---|---|
| Place of Publication | Melbourne Vic Australia |
| Publisher | Monash University Publishing |
| Number of pages | 41 |
| ISBN (Print) | 0 7326 1047 8 |
| Publication status | Published - 1998 |
A general volatility framework and the generalised historical volatility estimator
Bernard Bollen
Research output: Book/Report › Book › Other