A Multiple Indicators Model for Volatility Using Intra-Daily Data
收藏NBER2003-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10117
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资源简介：
Many ways exist to measure and model financial asset volatility. In principle, as the frequency of the data increases, the quality of forecasts should improve. Yet, there is no consensus about a true' or best' measure of volatility. In this paper we propose to jointly consider absolute daily returns
提供机构：
美国国家经济研究局
创建时间：
2003-11-01
