Modelling and measuring volatility.

類似資料

• Modelling and measuring volatility
  著者:: Shephard, N, 等
  出版事項: (2008)
• Aggregation and Model Construction for Volatility Models.
  著者:: Barndorff-Nielsen, O, 等
  出版事項: (1998)
• Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.
  著者:: Barndorff-Nielsen, O, 等
  出版事項: (2001)
• Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  著者:: Shephard, N, 等
  出版事項: (2001)
• Realised power variation and stochastic volatility models
  著者:: Barndorff-Nielsen, O, 等
  出版事項: (2003)