Date: 2001
Type: Working Paper
Using high frequency stock market index data to calculate, model and forecast realized return variance
Working Paper, EUI ECO, 2001/06
OOMEN, Roel C. A., Using high frequency stock market index data to calculate, model and forecast realized return variance, EUI ECO, 2001/06 - https://hdl.handle.net/1814/760
Retrieved from Cadmus, EUI Research Repository
Additional information:
Digitised version produced by the EUI Library and made available online in 2020.
Cadmus permanent link: https://hdl.handle.net/1814/760
Series/Number: EUI ECO; 2001/06
Publisher: European University Institute
