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Stochastic VolatilityRealized VolatilityStock ReturnsFrequency DataExpected ShortfallMicrostructure NoiseTerm StructureConditional HeteroskedasticityTail RiskGARCH ModelsAsset ReturnsRealized CovarianceReturn PredictabilityPortfolio SelectionAsset Pricing ModelsFinancial EconometricsFactor ModelAsset PricingBayesian InferenceMarket Microstructure
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