1. 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 |
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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 |