Continuous-time models, realized volatilities, and testable distributional impli

1004

收藏 2014-03-05

【作者(必填)】

【文题(必填)】Continuous‐time models, realized volatilities, and testable distributional implications for daily stock returnsTG Andersen, T Bollerslev
Journal of Applied Econometrics
【年份(必填)】

【全文链接或数据库名称(选填)】

Working paper 的版本我自己能下载得到，我想要期刊（Journal of Applied Econometric）的版本。谢谢

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

全部回复

王士权

2014-3-5 19:48:36

Continuous‐time models, realized volatilities, and testable distributional implications for daily stock returnsJOURNAL OF APPLIED ECONOMETRICS
J. Appl. Econ. 25: 233–261 (2010)
Published online 23 July 2009 in Wiley InterScience
TORBEN G. ANDERSEN, TIM BOLLERSLEV, PER FREDERIKSEN AND MORTEN ØRREGAARD NIELSEN

附件列表

Continuous‐time models, realized volatilities, and testable distributional impl.pdf

大小:238.79 KB

只需: 5 个论坛币马上下载

Continuous‐time models, realized volatilities, and testable distributional implications for daily ...

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

扫码加我 拉你入群

扫码加我 拉你入群

分享

扫码加好友，拉您进群

扫码加我拉你入群

扫码加我拉你入群