Measuring and modeling risk using high-frequency data
Wolfgang Karl Härdle, N. Hautsch and U. Pigorsch
| Year of publication: |
[2017]
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|---|---|
| Authors: | Härdle, Wolfgang ; Hautsch, Nikolaus ; Pigorsch, U. |
| Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 279-294
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| Subject: | Volatilität | Volatility | Messung | Measurement | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Marktmikrostruktur | Market microstructure | Ökonometrisches Modell | Econometric model | Finanzmarkt | Financial market | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-662-54486-0_14 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011794967