Simultaneous Relationships among Return, Volume and Volatility
碩士 === 元智大學 === 財務金融學系 === 96 === Contrary to that traditional noisy volatility estimates constructed from GARCH or stochastic volatility model using daily data, the recent proposed realized volatility calculated via high frequency intraday data has been proven to provide better precision assessing...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36693844830006784734 |