Essays on realized volatility and jumps
Marcus Larson
| Year of publication: |
2008
|
|---|---|
| Authors: | Larson, Marcus |
| Publisher: |
Lund: Univ., Dep. of Economics |
| Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Schweden | Sweden | USA | United States |
| Extent: | VI, 143 S. graph. Darst. |
|---|---|
| Series: | Lund economic studies. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0460-0029, ZDB-ID 412597-6. - Vol. 147 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Zugl.: Lund, Univ., Diss. 2008 |
| Notes: | Enth. 5 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003758871