Correlations and volatilities of asynchronous data
Patrick Burns ; Robert Engle ; Joseph Mezrich
| Year of publication: |
1998
|
|---|---|
| Authors: | Burns, Patrick |
| Other Persons: | Engle, Robert F. (contributor) ; Mezrich, Joseph (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1998, 4, p. 7-18
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Milchpreis | Milk price | Finanzplatz | Financial centre | Schätzung | Estimation | G7-Staaten | G7 countries | 1990-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001246679