Flexible stochastic volatility structures for high frequency financial data
Year of publication: |
1998
|
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Authors: | Feldmann, David ; Härdle, Wolfgang ; Hafner, Christian M. ; Hoffmann, Marc ; Lepskii, Oleg V. ; Cybakov, Aleksandr B. |
Institutions: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor) |
Publisher: |
Berlin : Humboldt-Universität |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätzung | Estimation | Wechselkurs | Exchange rate | Theorie | Theory | Statistische Methodenlehre | Statistical theory |
Extent: | Online-Ressource (PDF-Datei: 13 S., 238,22 KB) graph. Darst. |
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Series: | Discussion papers of interdisciplinary research project 373. - Berlin : Humboldt-Universität, ISSN 1436-1086, ZDB-ID 2135319-0. - Vol. 1998,34 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/61309 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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