Analyzing the Spectrum of Asset Returns : Jump and Volatility Components in High Frequency Data
Year of publication: |
2010
|
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Authors: | Ait-Sahalia, Yacine |
Other Persons: | Jacod, Jean M. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Martingal | Martingale | Kapitalanlage | Financial investment |
Extent: | 1 Online-Ressource (62 p) |
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Series: | NBER Working Paper ; No. w15808 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2010 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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