| The Measure Methods and Empirical Research of Return Volatility | |
| Ma Yulin; Zhao Jing; Ye Fei | |
| 2009 | |
| 会议名称 | 2nd Conference of the International-Institute-of-Applied-Statistics-Studies |
| 会议日期 | JUL 24-29, 2009 |
| 关键词 | Realized Volatility GARCH Model Stochastic Volatility Models |
| 页码 | 140-145 |
| 收录类别 | CPCI-S |
| 会议录 | RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II
 |
| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6067292 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ Finance, Sch Stat & Math, Jinan 250014, Shandong, Peoples R China. 2.Shandong Univ Finance, Sch Accounti |
| 推荐引用方式 GB/T 7714 | Ma Yulin,Zhao Jing,Ye Fei. The Measure Methods and Empirical Research of Return Volatility[C]. 见:2nd Conference of the International-Institute-of-Applied-Statistics-Studies. JUL 24-29, 2009. |
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