Search results for "High-frequency realized stochastic volatility model" | NDL Search

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Digital文書・図像類

Watanabe, Toshiaki, Nakajima, JouchiHitotsubashi Institute for Advanced Study, Hitotsubashi University2023-01

Available onlineOther Libraries in Japan

Summary, etc.A new high-frequency realized stochastic volatility model is proposed. A......dence that our high-frequency realized stochastic volatility model improves in-sample model fit ...

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Page Num.202