Using high frequency stock market index data to calculate, model & forecast realized return variance
By: Roel C. A. Oomen.
Contributors: European University Institute. Dept. of Economics.
Series: EUI working paper -- no.2001/6
Publisher: European University Institute, Department of Economics
Published: 2001
Place of publication: San Domenico
Language: eng
Number of pages: 30
Subjects: Stock price forecasting -- Statistical methods.
Notes: Includes bibliographical references.