Estimation of High-Frequency Volatility in Duration-Based Approach
Refereed conference paper presented and published in conference proceedings

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All Author(s) ListCHAN, Sing Fan, LAM K.P.
Name of Conference6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012)
Proceedings Title6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012)
Detailed descriptionorganized by The University of Oviedo and the Queen Mary, University of London,
Year2012
Month12
Place of PublicationOviedo, Spain
Pages45
LanguagesEnglish-United Kingdom
KeywordsVolatility; Duration-Based

Last updated on 2018-24-01 at 02:05