波动率预测的日交易量、日内与隔夜回报:盈利性还是准确性?
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?
Review of Quantitative Finance and Accounting · 2014
被引 22
ABS 3
- Ana-Marı́a Fuertes
- Elena Kalotychou 通讯
- Natasa Todorovic
金融经济学波动率预测实证金融计量经济学