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UHF_M_MODELLING
Volatility forecasting evaluation based on loss function with well-defined multivariate distributional form and ultra-high frequency datasets.
| Coordinator | UNIVERSITY OF PORTSMOUTH HIGHER EDUCATION CORPORATION |
| Grant period | 2009-09-01 - 2011-08-31 |
| Funding body | European Union |
| Call number | FP7-PEOPLE-IEF-2008 |
| Grant number | 237022 |
| Identifier | G:(EU-Grant)237022 |
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Record created 2012-12-05, last modified 2023-03-01