Using high frequency stock market index data to calculate, model and forecast realized return variance
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
San Domenico (FI)
European University Institute
2001
|
| Series: | EUI Working paper ECO
No. 2001/6 |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Using high frequency stock market index data to calculate, model and forecast realized return variance
- Stock Market Volatility Forecasting: Do We Need High-Frequency Data?
- High-return, low-risk investment using stock selection and market timing
- Nowcasting Industrial Production Index With High-Frequency Toll Data
- Forecasting stock market prices: lessons for forecasters.
- Forecasting VIX with Stock and Oil Prices
- Conditional variance swaps