A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
| Year of publication: |
1995
|
|---|---|
| Authors: | BOSSAERTS, P. ; HÄRDLE, Wolfgang ; HAFNER, C. |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1995,45 |
| Source: |
Persistent link: https://www.econbiz.de/10010983706