Empirical Analysis of Estimates of Realized Volatility in Financial Risk Control Problems

Author: Zgurovskii M.   Bondarenko Yu.  

Publisher: Springer Publishing Company

ISSN: 1060-0396

Source: Cybernetics and Systems Analysis, Vol.41, Iss.5, 2005-09, pp. : 712-717

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract