๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Towards a unified framework for high and low frequency return volatility modeling

โœ Scribed by T. G. Andersen; T. Bollerslev


Book ID
108542367
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
307 KB
Volume
52
Category
Article
ISSN
0039-0402

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A model for estimating the occurrence of
โœ Sun, Qinglan ;Shaw, Debora ;Davis, Charles H. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 66 KB ๐Ÿ‘ 2 views

A simpler model is proposed for estimating the frequency of any same-frequency words and identifying the boundary point between high-frequency words and lowfrequency words in a text. The model, based on a "maximum ranking method," assigns ranks to the words and estimates word frequency by the formul