Author:
Hong Yongmiao,Li Haitao,Zhao Feng
Subject
Applied Mathematics,Economics and Econometrics
Reference60 articles.
1. Intraday periodicity and volatility persistence in financial markets;Andersen;Journal of Empirical Finance,1997
2. Ang, A., Bekaert, G., 1998. Regime switches in interest rates, NBER Working Paper 6508.
3. The message in daily exchange rates: a conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989
4. Jumps and stochastic volatility: exchange rate processes implicit in Deutsche Mark options;Bates;Review of Financial Studies,1996
5. Testing the accuracy of density forecasts, applications to risk management;Berkowitz;Journal of Business and Economic Statistics,2001
Cited by
58 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献