Essays on realized volatility and jumps
Year of publication: |
2008
|
---|---|
Authors: | Larson, Marcus |
Publisher: |
Lund: Univ., Dep. of Economics |
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Schweden | Sweden | USA | United States |
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