搜索结果: 1-1 共查到“经济学其他学科 returns”相关记录1条 . 查询时间(0.042 秒)
Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
Intraday data heterogeneous autoregressive model
2010/12/6
In this study, we evaluate the quantile forecasts of the daily equity returns on three of the most liquid stocks traded on the Prague Stock Exchange. We follow the recent findings that consider the po...