Power and bipower variation with stochastic volatility and jumps : discussion
Torben G. Andersen
| Year of publication: |
2004
|
|---|---|
| Authors: | Andersen, Torben ; Shephard, Neil G. |
| Other Persons: | Barndorff-Nielsen, Ole E. (contributor) |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 1, p. 37-48
|
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002575826