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The Distribution of Realized Exchange Rate Volatility. Andersen T G,Bollerslev T,Diebold F X and Labys P. Journal of the American Statistical Association . 2001
[2]
The Distribution of Realized Stock Return Volatility. Andersen T G,Bollerslev T,Diebold F X and Ebens H. The Journal of Finance . 2001
[3]
On Estimating the Expected Return on the Market: An Exploratory Investigation. Merton R C. The Journal of Finance . 1980
[4]
Why Does Stock Market Volatility Change Over Time. Schwert G W. The Journal of Finance . 1989
[5]
Answering the skeptics: Yes, standard volatility models do provide accurate forecasts. Andersen T G,and Bollerslev T. International Economic Journal . 1998
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Modeling and forecasting realized volatility. Andersen T G,Bollerslev T,Diebold F X,et al. Econometrica . 2003
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The incremental volatility information in one million foreign exchange quotations. Taylor S J and XU X. Journal of Empirical Finance . 1997