首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Optimally sampled realized range-based volatility estimators
Institution:1. JET-EFDA, Culham Science Centre, Abingdon OX14 3DB, UK;2. VTT Technical Research Centre of Finland, PO Box 1000, 02044 VTT, Finland;3. Department of Applied Physics, Aalto University, PO Box 14100, 00076 AALTO, Finland;4. Instituto de Plasmas e Fusão Nuclear, Instituto Superior Técnico, Av Rovisco Pais, 1049-001 Lisbon, Portugal;5. Forschungszentrum Jülich, Institut für Energie- und Klimaforschung Plasmaphysik, 52425 Jülich, Germany;6. Culham Centre for Fusion Energy, Abingdon OX14 3DB, UK;7. University of Helsinki, PO Box 43, 00014 University of Helsinki, Finland;8. Royal Institute of Technology, Fusion Plasma Physics, 10044 Stockholm, Sweden;1. University of Florence, Italy;2. LUISS University and Intesa Sanpaolo, Italy;1. Department of Business and Economics, Ursinus College, 601 East Main Street, Collegeville, PA 19426, United States;2. Department of Economics, Fordham University, 113 West 60th Street, NY, NY 10023, United States
Abstract:
Keywords:Range  Realized volatility  Optimal sampling frequency  Long memory  Jumps  Heterogeneity
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号