结果:找到“Realized Measures”相关内容8个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures
2 个回复 - 935 次查看 【作者(必填)】 [*]Siem Jan Koopman 【文题(必填)】e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://jfec ...2013-8-3 22:23 - hnhs100 - 求助成功区
Exponential GARCH Modeling With Realized Measures of Volatility
1 个回复 - 765 次查看 【作者(必填)】 Peter Reinhard Hansen[/backcolor] & Zhuo Huang[/backcolor] 【文题(必填)】 Exponential GARCH Modeling With Realized Measures of Volatility【年份(必填)】 2012 【全文链接或数据库名称( ...2016-12-24 16:34 - internet.hzx - 求助成功区
Realized GARCH: a joint model for returns and realized measures of volatility
2 个回复 - 1305 次查看 【作者(必填)】 【文题(必填)】Realized GARCH: a joint model for returns and realized measures of volatility 【年份(必填)】 PR Hansen, Z Huang… - Journal of Applied …, 2011 - Wiley Online Library ...2012-4-19 08:12 - 金融坦然 - 求助成功区
Assessing market microstructure effects via realized volatility measures with
1 个回复 - 1124 次查看 【作者(必填)】 Awartani, B. Corradi, V. Distaso, W 【文题(必填)】 Assessing market microstructure effects via realized volatility measures with an application to the dow jones industrial avera ...2011-12-24 13:28 - sqq19860225 - 求助成功区