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已实现波动率的相关文献和讲解PPT

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  • Update : 2011-06-13
  • Size : 9.01mb
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  • Author :kevinwandie
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文件压缩了研究已实现波动率所需要的一些著名文献,并提供了研究的一些基本工具文献,并附有作者的讲解PPT,值得下载学习。
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Packet : 已实现波动率.rar filelist
a simple approximate long memory model of realized volatility.pdf
已实现波动率.pptx
consistent high-precision volatility from high-frequency data.pdf
McAleer and Medeiros (JoE, 2008).pdf
已实现波动率.pdf
RV Anderson 2003.pdf
long memory time series models.pdf
HAR Corsi 2004.pdf
Hansen_Large_Lunde[2008].pdf
No-Arbitrage Semi-Martingale Restrictions.pdf
A related work 2011.pdf
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