Modelling and measuring volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil |
| Institutions: | Finance Research Centre, Oxford University |
| Subject: | Levy process | realised volatility | realised kernel | stochastic volatility |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 6 pages long |
| Classification: | C01 - Econometrics ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005212059