Dynamic integration of time- and state-domain methods for volatility estimation
Jianqing Fan, Yingying Fan, and Jiancheng Jiang
| Year of publication: |
2007
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|---|---|
| Authors: | Fan, Jianqing ; Fan, Yingying ; Jiang, Jiancheng |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 102.2007, 478, p. 619-631
|
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory |
| 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/10003490437