Modeling the volatility of the FTSE100 index using high-frequency data sets
David E. Allen and Marcel Scharth
| Year of publication: |
2009
|
|---|---|
| Authors: | Allen, David E. ; Scharth, Marcel |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 419-437
|
| Subject: | Volatilität | Volatility | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom |
| 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/10003830648