Modelling and measuring volatility
| Year of publication: |
2008-11-01
|
|---|---|
| Authors: | Shephard, Neil ; Barndorff-Nielsen, Ole E. |
| Institutions: | Department of Economics, Oxford University |
| Subject: | Levy Process | Realised Volatility | Realised Kernel | Stochastic Volatility |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2008--FE-31 |
| Classification: | C01 - Econometrics ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010605090