An edition of Using high frequency stock market index data to calculate, model & forecast realized return variance (2001)

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

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Using high frequency stock market index data ...
Roel C. A. Oomen
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Last edited by WorkBot
January 24, 2010 | History
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An edition of Using high frequency stock market index data to calculate, model & forecast realized return variance (2001)

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

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
European University Institute, Department of Economics
Language
English
Pages
30

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Subjects
Statistical methods, Stock price forecasting

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Edition Availability
Cover of: Using high frequency stock market index data to calculate, model & forecast realized return variance
Using high frequency stock market index data to calculate, model & forecast realized return variance
2001, European University Institute, Department of Economics
in English
  • Not in Library

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Book Details

Edition Notes

Includes bibliographical references.

Published in
San Domenico
Series
EUI working paper -- no.2001/6

The Physical Object

Pagination
30 p. ;
Number of pages
30

ID Numbers

Open Library
OL19630170M

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January 24, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page