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