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Risk-Return Relationship in High Frequency Data: Multiscale Analysis and Long Memory Lee, Jihyun; Kim, Tong Suk; Lee, Hoe Kyung, KAIST Business School Working Paper Series KBS-WP-2008-007, 2008-05 |
Volatility models for stylized facts of high-frequency financial data Kim, Donggyu; Shin, Minseok, JOURNAL OF TIME SERIES ANALYSIS, v.44, no.3, pp.262 - 279, 2023-05 |
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