Modelling and measuring volatility.

مواد مشابهة

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