Blar i Publikasjoner fra Cristin på tidsskrift "International Research Journal of Finance and Economics"
Viser treff 1-1 av 1
-
Modelling day-ahead Nord Pool forward-price volatility: realized rolatility versus GARCH models
(Journal article, 2011)The argument that better volatility estimates can be obtained by using standard time-series techniques on non-parametric volatility measures constructed from high- frequency intradaily returns has been prevalent over the ...