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.identifier.uri	https://hdl.handle.net/1814/760
dc.description	Digitised version produced by the EUI Library and made available online in 2020.
dc.format.mimetype	application/pdf
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
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