| The Analysis of the Theoretical Framework on Higher Moments Volatility Modeling and Application | |
| Tang Zhenpeng; Tang Yong | |
| 2008 | |
| 关键词 | High - frequency Data CAPM Higher Moments |
| 页码 | 2157-2160 |
| 会议录 | PROCEEDINGS OF THE 15TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS A-C
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2908935 |
| 专题 | 福州大学 |
| 推荐引用方式 GB/T 7714 | Tang Zhenpeng,Tang Yong. The Analysis of the Theoretical Framework on Higher Moments Volatility Modeling and Application[C]. 见:. |
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