Number of the records: 1  

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

  1. OOMEN, Roel C.A. Using high frequency stock market index data to calculate, model and forecast realized return variance. San Domenico (FI) : European University Institute, 2001. 30 s. EUI Working paper ECO, No. 2001/6. [Copy count : 1, currently available 1, at library only 0]
    book

    book


Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.