ChapterModeling Volatility DynamicsFrancis X. Diebold1995Modeling Volatility DynamicsFrancis X. Diebold, Jose A. Lopez1995-01-01chapterSpringer eBooks152 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingMonetary Policy and Economic ImpactMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 152 citations exist upstream.References1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation2002The Message in Daily Exchange Rates1989The Message in Daily Exchange Rates: A Conditional-Variance Tale1991Semiparametric ARCH ModelsCited by2009Option Valuation with Conditional Heteroskedasticity and Nonnormality2001High-Frequency Data, Frequency Domain Inference, and Volatility Forecasting1998GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model2003An Analysis of Covariance Risk and Pricing Anomalies2001The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model2005Volatility Forecasting1999Exchange rate regime, volatility and international correlations on bond and stock markets2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange