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Using high frequency stock market index data to calculate, model and forecast realized return variance

Title	Using high frequency stock market index data to calculate, model and forecast realized return variance
Author info	Roel C.A. Oomen
Author	Oomen Roel C.A.
Issue data	San Domenico (FI) : European University Institute , 2001. - 30 s.
Edition	EUI Working paper ECO , No. 2001/6
Document kind	working papers
Language	English
Country of Edition	Italy
systematics	519.86 - Teória ekonomicko-matematických modelov
Keywords	burzy * papiere cenné * indexy burzové * modelovanie * modely
Database	BOOKS
Copy count	1, currently available 1, at library only 0
Call number	778290

Call number	Location	Sublocation	Info
778290	SEK	Sklad knižničného fondu	availaible

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Number of the records: 1