Contributions to short term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Oliver Grothe
| Year of publication: |
2008
|
|---|---|
| Authors: | Grothe, Oliver |
| Publisher: |
Münster : Monsenstein u. Vannerdat |
| Subject: | Börsenhandel | Zeitreihenanalyse | Lévy-Prozess | Volatilität | Kurzfristige Analyse |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | V, 140 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Diss., 2008 |
| ISBN: | 978-3-86582-778-4 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004926444