Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models

被引:0
|
作者
François-Éric Racicot
Raymond Théoret
Alain Coën
机构
[1] University of Quebec,Department of Business Administration
[2] University of Quebec,École des Sciences de la Gestion
关键词
C10; G20;
D O I
10.1007/s11294-007-9079-x
中图分类号
学科分类号
摘要
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页码:243 / 244
页数:1
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