Pricing SPX and DIX by HAR models.

Yow-Jen Jou Chih-Wei Wang Wan-Chien Chiu

Published in: Int. J. Comput. Sci. Eng. (2010)

Keyphrases

statistical models
probabilistic model
statistical model
classification models
database
real time
databases
three dimensional
language model
maximum likelihood
model selection
parameter estimation
experimental data
computational models
accurate models