High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Sassan Alizadeh ...
| Year of publication: |
15 Febr. 2000 ; [Elektronische Ressource]
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|---|---|
| Authors: | Alizadeh, Sassan ; Brandt, Michael W. ; Kadlec, Gregory B. ; Diebold, Francis X. |
| Institutions: | Rodney L. White Center for Financial Research (contributor) |
| Publisher: |
Philadelphia, Pa. : Rodney L. White Center for Financial Research |
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Online-Ressource, 40, [23] p., text |
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| Series: | Working papers / Rodney L. White Center for Financial Research. - Philadelphia, Pa. : [Verlag nicht ermittelbar], ZDB-ID 2122194-7. - Vol. 01,07 |
| 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 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002004134