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Realized Variance and Market Microstructure Noise
1 个回复 - 1191 次查看 【作者(必填)】 Peter R Hansena & Asger Lundeb 【文题(必填)】 Realized Variance and Market Microstructure Noise【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/ ...2016-2-29 16:10 - bkjg - 求助成功区
Properties of Realized Variance Under Alternative Sampling Schemes
1 个回复 - 781 次查看 【作者(必填)】 Roel C. A Oomen 【文题(必填)】 Properties of Realized Variance Under Alternative Sampling Schemes, Journal of Business & Economic Statistics, American Statistical Association, vol. ...2013-7-1 21:32 - pan1111111 - 求助成功区
Realized Variance and Market Microstructure Noise
3 个回复 - 976 次查看 【作者(必填)】 Peter R Hansena & Asger Lundeb 【文题(必填)】 Realized Variance and Market Microstructure Noise 【年份(必填)】 2006 【全文链接或数据库名称(选填)】 Journal of Business & Economic ...2013-6-3 09:32 - sqq19860225 - 文献求助专区
Modelling Realized Covariances and Returns 一篇非常经典的PAPER
0 个回复 - 1172 次查看 Modelling Realized Covariances and Returns 一篇非常经典的PAPER2012-9-2 14:20 - yangke74 - 计量经济学与统计软件
A realized variance for the whole day based on intermittent high-frequency dat
2 个回复 - 889 次查看 【作者(必填)】 【文题(必填)】A realized variance for the whole day based on intermittent high-frequency data…, A Lunde - Journal of Financial Econometrics, 2005 - Oxford Univ Press 【年份(必填) ...2012-4-22 16:37 - 金融坦然 - 文献求助专区