TY - RPRT AU - Caporin, Massimiliano AU - McAleer, Michael PY - 2009 UR - https://hdl.handle.net/20.500.14352/49251 AB - Modeling volatility, or “predictable changes” over time and space in a variable, is crucial in the natural and social sciences. Life can be volatile, and anything that matters, and which changes over time and space, involves volatility. Without... LA - eng A3 - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid TI - A Scientific Classification of Volatility Models TY - technical report VL - 2009 ER -