- 充值
- 会员
- 职称材料
文献信息
Stochastic VolatilityRealized VolatilityStock ReturnsFrequency DataExpected ShortfallMicrostructure NoiseTerm StructureAsset ReturnsConditional HeteroskedasticityTail RiskGARCH ModelsRealized CovarianceReturn PredictabilityPortfolio SelectionAsset Pricing ModelsFinancial EconometricsFactor ModelBayesian InferenceAsset PricingLeverage Effect