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