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This article reviews the exciting and rapidly expanding literature on realized volatility. After presenting a general univariate framework for estimating realized volatilities, a simple discrete time model is presented in order to motivate the main results. A continuous time specification...
Persistent link: https://www.econbiz.de/10005511988
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011819526
This paper provides a brief review of the connecting literature in management science, economics and finance, and …
Persistent link: https://www.econbiz.de/10011479822
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011794391
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011855163
This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business …, they could then conduct simulations to examine whether the estimators or statistics in the new theories on estimation and …
Persistent link: https://www.econbiz.de/10011807780
Persistent link: https://www.econbiz.de/10013185326