Jumps and microstructure noise in stock price volatility
Rituparna Sen
| Year of publication: |
2009
|
|---|---|
| Authors: | Sen, Rituparna |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 163-177
|
| Subject: | Faktorenanalyse | Factor analysis | Volatilität | Volatility | Aktienmarkt | Stock market | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003830417