Using high frequency stock market index data to calculate, model and forecast realized return variance
| Year of publication: |
2001
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|---|---|
| Authors: | OOMEN, Roel C.A. |
| Institutions: | Department of Economics, European University Institute |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series European University Institute Working Papers Number ECO2001/06 |
| Source: |
Persistent link: https://www.econbiz.de/10005816458