Parametric and nonparametric volatility measurement
Year of publication: |
2002
|
---|---|
Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. |
Publisher: |
Cambridge, MA |
Subject: | Volatilität | Volatility | Messung | Measurement | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
-
Parametric and nonparametric volatility measurement
Andersen, Torben, (2002)
-
Parametric and Nonparametric Volatility Measurement
Andersen, Torben, (2002)
-
Parametric and Nonparametric Volatility Measurement
Andersen, Torben, (2022)
- More ...
-
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben, (2000)
-
The distribution of stock return volatility
Andersen, Torben, (2000)
-
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben, (2000)
- More ...