Private information and high-frequency stochastic volatility
David L. Kelly; Douglas G. Steigerwald
| Year of publication: |
2004
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|---|---|
| Authors: | Kelly, David L. ; Steigerwald, Douglas G. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 8.2004, 1
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| Extent: | Ill |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: |
Persistent link: https://www.econbiz.de/10009949801