Estimating latent variables and jump diffusion models using high-frequency data
George J. Jiang; Roel C. A. Oomen
| Year of publication: |
2007
|
|---|---|
| Authors: | Jiang, George J. ; Oomen, Roel C. A. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 1, p. 1-30
|
| Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Momentenmethode | Method of moments | Theorie | Theory | 1987-1995 |
| 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/10003518278