期刊名称：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
出版年度：2011
卷号：2011
期号：1
出版社：Center for Operations Research and Econometrics (UCL), Louvain
摘要：Chapter written for the Handbook of Volatility Models and their Applications,
edited by Luc Bauwens, Christian Hafner, and Sébastien Laurent, forthcoming in
2012 (John Wiley & sons). This chapter presents an introductory review of
volatility models and some applications. The review is linked with the other
chapters that contain more detailed presentations.
