Using high frequency stock market index data to calculate, model and forecast realized return variance
| dc.contributor.author | OOMEN, Roel C. A. | |
| dc.date.accessioned | 2003-07-01T09:00:14Z | |
| dc.date.available | 2003-07-01T09:00:14Z | |
| dc.date.created | 2001 | |
| dc.date.issued | 2001 | |
| dc.description | Digitised version produced by the EUI Library and made available online in 2020. | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | https://hdl.handle.net/1814/760 | |
| dc.language.iso | en | |
| dc.publisher | European University Institute | |
| dc.relation.ispartofseries | EUI ECO | en |
| dc.relation.ispartofseries | 2001/06 | en |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.title | Using high frequency stock market index data to calculate, model and forecast realized return variance | en |
| dc.type | Working Paper | |
| dspace.entity.type | Publication | |
| eui.subscribe.skip | true |