Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
Year of publication: |
[2008]
|
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Authors: | Hautsch, Nikolaus |
Other Persons: | Jeleskovic, Vahidin (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 26, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1292493 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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