Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
ed. by Nour Meddahi, Per Mykland and Neil Shephard
| Year of publication: |
2010
|
|---|---|
| Other Persons: | Meddahi, Nour (contributor) ; Mykland, Per A. (contributor) ; Shephard, Neil G. (contributor) |
| Institutions: | Conference on Realized Volatility <2006, Montréal> (contributor) |
| Publisher: |
Amsterdam [u.a.] : Elsevier |
| Subject: | Volatilität | Volatility |
| Extent: | IV, 287 S. graph. Darst. |
|---|---|
| Series: | Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011,1 |
| Conferences: | CIRANO/CIREQ Conference on "Realized volatility" ; (Montréal) : 2006.04.22-23 Colloque sur la Volatilité Réalisée ; (Montréal) : 2006.04.22-23 Conference on Realized Volatility ; (Montréal) : 2006.04.22-23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. zahlr. Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009244600