2009년 06월 16일
Reading
Robert F. Engle, Jeffrey R. Russell(2004):
Analysis of High Frequency Financial Data
Eric Zivot(2005):
Analysis of High Frequency Financial Data: Models,Methods and Software. Part II: Modeling andForecasting Realized Variance Measures.
John M. Maheu, Thomas H. McCurdy(2008):
Do high-frequency measures of volatility improve forecasts of return distributions?
Analysis of High Frequency Financial Data
Eric Zivot(2005):
Analysis of High Frequency Financial Data: Models,Methods and Software. Part II: Modeling andForecasting Realized Variance Measures.
John M. Maheu, Thomas H. McCurdy(2008):
Do high-frequency measures of volatility improve forecasts of return distributions?
# by | 2009/06/16 02:27 | Study | 트랙백 | 덧글(4)
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