Measuring the impact intradaily events have on the persistent nature of volatility
Mark J. Jensen and Brandon Whitcher
| Year of publication: |
2014
|
|---|---|
| Authors: | Jensen, Mark J. ; Whitcher, Brandon |
| Published in: |
Wavelet applications in economics and finance. - Cham : Springer, ISBN 978-3-319-07060-5. - 2014, p. 103-129
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model | Messung | Measurement | Ereignisstudie | Event study | Theorie | Theory |
| 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://www.econbiz.de/10010411180