Modeling and Forecasting Realized Volatility
收藏NBER2001-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8160
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资源简介：
This paper provides a general framework for integration of high-frequency intraday data into the measurement forecasting of daily and lower frequency volatility and return distributions. Most procedures for modeling and forecasting financial asset return volatilities, correlations, and distributions
提供机构：
美国国家经济研究局
创建时间：
2001-03-01
