【作者(必填)】
Dimitrios P. Louzis
Athens University of Economics and Business; Bank of Greece

Spyros Xanthopoulos-Sisinis
Athens University of Economics and Business - Department of Management Science and Technology

Apostolos N. Refenes
Athens University of Economics and Business - Financial Engineering Research Centre

February 1, 2010



【文题(必填)】Forecasting Stock Index Realized Volatility with an Asymmetric HAR-FIGARCH Model

【年份(必填)】
February 1, 2010


【全文链接或数据库名称(选填)】