结果:找到“using realized volatility”相关内容5个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
不用了Forecasting realized volatility using a long-memory stochastic volatility
2 个回复 - 552 次查看 【作者(必填)】RohitDeoCliffordHurvichYiLu 【文题(必填)】Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 【年份(必填)】 ...2017-10-3 11:11 - 醋姐 - 求助成功区
The economic value of volatility timing usingrealizedvolatility
4 个回复 - 983 次查看 文献求助: The economic value of volatility timing usingrealizedvolatility J Fleming, C Kirby, B Ostdiek - Journal of Financial Economics, 2003 - Elsevier2016-8-1 13:24 - lk1966mail - 求助成功区
Estimating stochastic volatility models using daily returns and realized volatil
1 个回复 - 848 次查看 【作者(必填)】 [*]Makoto Takahashia, [*]Yasuhiro Omorib, [*]Toshiaki Watanabec, 【文题(必填)】Estimating stochastic volatility models using daily returns and realized volatility simultaneously ...2013-6-24 07:53 - hnhs100 - 求助成功区
Option Pricing using Realized Volatility
0 个回复 - 259 次查看 2004-9-4 20:07 - wenO6ZTcp8ct6 - Forum