Research Catalog

Using high frequency stock market index data to calculate, model & forecast realized return variance / Roel C. A. Oomen.

Title
Using high frequency stock market index data to calculate, model & forecast realized return variance / Roel C. A. Oomen.
Author
Oomen, Roel C. A.
Publication
San Domenico : European University Institute, Department of Economics, 2001.

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Details

Additional Authors
European University Institute. Department of Economics.
Description
30 p.; 21 cm.
Series Statement
EUI working paper. ECO ; no. 2001/6
Uniform Title
EUI working paper. ECO no. 2001/6.
Subject
Stock price forecasting > Statistical methods
Note
  • Includes bibliographical references.
Processing Action (note)
  • committed to retain
Owning Institutions
Harvard Library