Under simulated tests, the effects of microstructure on realized range-based volatility and realized volatility are compared. 在模拟试验的基础上,比较了微观结构效应对两种波动率度量方法的影响程度。
The Research on Realized Volatility(RV) in China Stock Market-based in HAR Model 基于HAR模型对中国股票市场已实现波动(RV)率的研究
Study on the Comparison Between Realized Volatility(RV) and Weighted Realized Volatility(RV) 已实现波动(RV)和赋权已实现波动(RV)的比较研究
Empirical Study of the Ability of Prediction of Two Models Based on Realized Volatility(RV) 基于已实现波动(RV)率的两种模型的预测能力的实证研究
The Financial Crisis ' Impacts on the Stock Market Volatility : Evidence from Volatility Spillover Effects using Realized Volatility(RV) 全球金融海啸对股市波动的影响:基于已实现波动(RV)率的中美波动溢出效应对比